Continuous-Time Finite-Horizon Optimal Investment and Consumption Problems with Proportional Transaction Costs

Ph.D

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Main Author:	ZHAO KUN
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2011
Subjects:	optimal investment and consumption, proportional transaction costs, singular stochastic control, optimal stopping, double obstacle problem.
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/20440
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-204402017-10-21T08:20:07Z Continuous-Time Finite-Horizon Optimal Investment and Consumption Problems with Proportional Transaction Costs ZHAO KUN MATHEMATICS DAI MIN optimal investment and consumption, proportional transaction costs, singular stochastic control, optimal stopping, double obstacle problem. Ph.D DOCTOR OF PHILOSOPHY 2011-02-28T18:01:18Z 2011-02-28T18:01:18Z 2009-08-16 Thesis ZHAO KUN (2009-08-16). Continuous-Time Finite-Horizon Optimal Investment and Consumption Problems with Proportional Transaction Costs. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/20440 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	optimal investment and consumption, proportional transaction costs, singular stochastic control, optimal stopping, double obstacle problem.
spellingShingle	optimal investment and consumption, proportional transaction costs, singular stochastic control, optimal stopping, double obstacle problem. ZHAO KUN Continuous-Time Finite-Horizon Optimal Investment and Consumption Problems with Proportional Transaction Costs
description	Ph.D
author2	MATHEMATICS
author_facet	MATHEMATICS ZHAO KUN
format	Theses and Dissertations
author	ZHAO KUN
author_sort	ZHAO KUN
title	Continuous-Time Finite-Horizon Optimal Investment and Consumption Problems with Proportional Transaction Costs
title_short	Continuous-Time Finite-Horizon Optimal Investment and Consumption Problems with Proportional Transaction Costs
title_full	Continuous-Time Finite-Horizon Optimal Investment and Consumption Problems with Proportional Transaction Costs
title_fullStr	Continuous-Time Finite-Horizon Optimal Investment and Consumption Problems with Proportional Transaction Costs
title_full_unstemmed	Continuous-Time Finite-Horizon Optimal Investment and Consumption Problems with Proportional Transaction Costs
title_sort	continuous-time finite-horizon optimal investment and consumption problems with proportional transaction costs
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/20440
_version_	1681079758106918912

Continuous-Time Finite-Horizon Optimal Investment and Consumption Problems with Proportional Transaction Costs

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