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 0.140 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you