Consumption-investment optimization problem in a Lévy financial model with transaction costs and làdlàg strategies

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Veröffentlicht in:Mathematics and financial economics
1. Verfasser: Lepinette, E. (VerfasserIn)
Weitere Verfasser: Tran, T. Q. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2020
Schlagworte:
Consumption-investment problem > Transaction costs > Hamilton-Jacobi-Bellman equation > Viscosity solution > Lévy process > Aufsatz in Zeitschrift
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