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

Ph.D

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Bibliographic Details
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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