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

Min Dai, Fahuai Yi

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Original languageEnglish
Pages (from-to)1445-1469
Number of pages25
JournalJournal of Differential Equations
Volume246
Issue number4
DOIs
Publication statusPublished - 15 Feb 2009

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