Asymptotic analysis for optimal investment in finite time with transaction costs

SIAM Journal on Financial Mathematics

Volumn 3, Issue 1, 2012, Pages 433-458

  Bichuch, Maxim ^a  

^a Princeton University   (United States)

Author keywords

Asymptotic analysis; Optimal control; Transaction costs; Utility maximization

Indexed keywords

EID: 84872581439     PISSN: None     EISSN: 1945497X     Source Type: Journal    
DOI: 10.1137/100808046     Document Type: Article

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