Finite horizon optimal investment and consumption with transaction costs

Min Dai, Lishang Jiang, Peifan Li, Fahuai Yi

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Original languageEnglish
Pages (from-to)1134-1154
Number of pages21
JournalSIAM Journal on Control and Optimization
Volume48
Issue number2
DOIs
Publication statusPublished - 2009

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