Finite horizon optimal investment with transaction costs: a parabolic double obstacle problem

Min Dai, Fahuai Yi

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

Original language	English
Pages (from-to)	1445-1469
Number of pages	25
Journal	Journal of Differential Equations
Volume	246
Issue number	4
DOIs	https://doi.org/10.1016/j.jde.2008.11.003
Publication status	Published - 15 Feb 2009

More information

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title = "Finite horizon optimal investment with transaction costs: a parabolic double obstacle problem",

author = "Min Dai and Fahuai Yi",

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journal = "Journal of Differential Equations",

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T1 - Finite horizon optimal investment with transaction costs: a parabolic double obstacle problem

AU - Dai, Min

AU - Yi, Fahuai

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