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Li, Peifan's
Scholarly Papers
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Total Downloads
54 |
Total
Citations
5 |
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Dai, Min National University of Singapore (NUS) - Department of Mathematics Jiang, Lishang Tongji University - Institute of Mathematics Li, Peifan affiliation not provided to SSRN Yi, Fahuai South China Normal University - Department of Math
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optimal investment and consumption, transaction costs, finite horizon, free boundaries, variational inequality, gradient constraints, singular stochastic control
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