Viscosity Solutions and Numerical Schemes for Investment / Consumption Models with Transaction Costs
| Year of publication: |
1997
|
|---|---|
| Authors: | Tourin, Agnès ; Zariphopoulou, Thaleia |
| Institutions: | Université Paris-Dauphine (Paris IX) |
| Subject: | consumption decision | investment decision |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in Numerical methods in finance, . pp. 245-269.Length: 24 pages |
| Classification: | G11 - Portfolio Choice ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010706894