Finite horizon optimal investment and consumption with transaction costs

Min Dai, Lishang Jiang, Peifan Li, Fahuai Yi

Research output: Journal article publication › Journal article › Academic research › peer-review

46 Citations (Scopus)

Original language	English
Pages (from-to)	1134-1154
Number of pages	21
Journal	SIAM Journal on Control and Optimization
Volume	48
Issue number	2
DOIs	https://doi.org/10.1137/070703685
Publication status	Published - 2009

More information

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title = "Finite horizon optimal investment and consumption with transaction costs",

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AU - Jiang, Lishang

AU - Li, Peifan

AU - Yi, Fahuai

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DO - 10.1137/070703685

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