Title of article
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
Author/Authors
Nils Chr. Framstad، نويسنده , , Bernt ?ksendal، نويسنده , , Agnès Sulem، نويسنده ,
Issue Information
ماهنامه با شماره پیاپی سال 2001
Pages
25
From page
233
To page
257
Keywords
Portfolio optimization , Freeboundary problem , Consumption optimization , Viscosity solutions , Transaction costs
Journal title
Journal of Mathematical Economics
Serial Year
2001
Journal title
Journal of Mathematical Economics
Record number
155789
Link To Document