Open AccessA note on finite horizon optimal investment and consumption with transaction costs
Author(s) -
Min Dai,
Zhou Yang
Publication year - 2016
Publication title -
discrete and continuous dynamical systems. series b
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.864
H-Index - 53
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2016005
Subject(s) - transaction cost , investment (military) , consumption (sociology) , economics , horizon , optimal control , mathematical economics , microeconomics , time horizon , control (management) , mathematics , econometrics , mathematical optimization , political science , sociology , social science , geometry , management , politics , law