No Address Available
portfolio selection, optimal investment and consumption, transaction costs, multiple risky assets, shape of trading and no-trading regions
Optimal investment and consumption, Capital gain tax, Merton problem, Continuous-time, Asymptotic expansion
American call options, continuous exercise, variational inequality, optimal exercise strategy, free boundary
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.146 seconds