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Li, Peifan

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Finite Horizon Optimal Investment and Consumption with Transaction Costs | Show Abstract | Download This Paper | Open PDF in Browser |
SIAM Journal on Control and Optimization, Vol. 48, No. 2, pp. 1134-1154, 2009
Number of Pages in PDF File: 20
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
08 Dec 09

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