"Stochastic Optimal Control for Investment-Consumption Model with Quadratic ..."

P. Chuong, Cheng Xiang (2006)

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DOI: 10.1109/ICARCV.2006.345067

access: closed

type: Conference or Workshop Paper

metadata version: 2017-07-14

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P. Chuong, Cheng Xiang:
Stochastic Optimal Control for Investment-Consumption Model with Quadratic Transaction Costs. ICARCV 2006: 1-6

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