검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
FINITE HORIZON OPTIMAL INVESTMENT AND CONSUMPTION WITH TRANSACTION COSTS Dai M, Jiang LS, Li PF, Yi FH SIAM Journal on Control and Optimization, 48(2), 1134, 2009 |
| 2 |
Optimal consumption-investment problems in incomplete markets with stochastic coefficients Castaneda-Leyva N, Hernandez-Hernandez D SIAM Journal on Control and Optimization, 44(4), 1322, 2005 |