Asymptotic analysis for Merton's problem with transaction costs in power utility case

Author： Choi Jin Hyuk  

Publisher： Taylor & Francis Ltd

ISSN： 1744-2508

Source： Stochastics: An International Journal of Probability and Stochastic Processes, Vol.86, Iss.5, 2014-09, pp. : 803-816

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Option pricing by large risk aversion utility¶under transaction costs

By Bouchard B.   Kabanov Yu. M.   Touzi N.  

Decisions in Economics and Finance, Vol. 24, Iss. 2, 2001-11 ,pp. : 127-136

Springer Publishing Company

Access to resources Recommend Favorite

Asymptotic Analysis of a Nonlinear Problem in Thermoelasticity

By  

STUDIES IN APPLIED MATHEMATICS, Vol. 93, Iss. 2, 1994-10 ,pp. : 163-186

John Wiley & Sons Inc

Access to resources Recommend Favorite

Asymptotic Analysis of a Nonlinear Problem in Thermoelasticity

By  

STUDIES IN APPLIED MATHEMATICS, Vol. 22-2526, Iss. 2, 1994-10 ,pp. : 163-186

John Wiley & Sons Inc

Access to resources Recommend Favorite

Asymptotic Analysis of a Nonlinear Problem in Thermoelasticity

By  

STUDIES IN APPLIED MATHEMATICS, Vol. 93, Iss. 2, 1994-10 ,pp. : 163-186

John Wiley & Sons Inc

Access to resources Recommend Favorite

Stability of Merton's portfolio optimization problem for Lévy models

By Benth Fred Espen   Schmeck Maren Diane  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 85, Iss. 5, 2013-10 ,pp. : 833-858

Taylor & Francis Ltd

Access to resources Recommend Favorite