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Consumption-investment
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optimal stopping
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stochastic impulse control
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stochastic singular control
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transaction costs
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Cadenillas, Abel
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Computational Statistics
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Mathematical Methods of Operations Research
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Consumption-investment
problems with transaction costs: Survey and open problems
Cadenillas, Abel
- In:
Computational Statistics
51
(
2000
)
1
,
pp. 43-68
We present a survey of problems and methods contained in various works on
consumption-investment
problems with …
Persistent link: https://www.econbiz.de/10010847687
Saved in:
2
Consumption-investment
problems with transaction costs: Survey and open problems
Cadenillas, Abel
- In:
Mathematical Methods of Operations Research
51
(
2000
)
1
,
pp. 43-68
We present a survey of problems and methods contained in various works on
consumption-investment
problems with …
Persistent link: https://www.econbiz.de/10010950108
Saved in:
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