Open AccessOptimal investment and consumption in the market with jump risk and capital gains tax
Author(s) -
Yong Ma,
Shiping Shan,
Weidong Xu
Publication year - 2018
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2018130
Subject(s) - consumption (sociology) , investment (military) , economics , jump , capital (architecture) , monetary economics , social science , sociology , politics , political science , law , physics , archaeology , quantum mechanics , history
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom