Asymptotic analysis for optimal investment and consumption with transaction costs

Finance and Stochastics

Volumn 8, Issue 2, 2004, Pages 181-206

  Janeček, Karel ^a   Shreve, Steven E ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Asymptotic analysis; Optimal control; Transaction costs; Utility maximation

Indexed keywords

EID: 24144451741     PISSN: 09492984     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00780-003-0113-4     Document Type: Article

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