✦ LIBER ✦

Optimal Investment and Consumption with Proportional Transaction Costs in Regime-Switching Model

✍ Scribed by Liu, Ruihua

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Finite Horizon Optimal Investment and Co

✍ Dai, Min; Jiang, Lishang; Li, Peifan; Yi, Fahuai 📂 Article 📅 2009 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 270 KB

Optimal investment in the foreign exchan

✍ Veraart, Luitgard A. M. 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 307 KB

Optimal Consumption and Portfolio with B

✍ Oksendal, Bernt; Sulem, Agnès 📂 Article 📅 2002 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 294 KB

Optimal consumption and investment probl

✍ Zhiping Chen; K. C. Yuen 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 291 KB

Asymptotic analysis for optimal investme

✍ Karel Janeček; StevenE. Shreve 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 486 KB

Optimal Consumption and Investment with

✍ Hong Liu 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 476 KB