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dc.contributor.author
Altarovici, Albert
dc.contributor.author
Reppen, Max
dc.contributor.author
Soner, H. Mete
dc.date.accessioned
2018-01-12T13:06:27Z
dc.date.available
2018-01-10T10:12:46Z
dc.date.available
2018-01-12T13:06:27Z
dc.date.issued
2017
dc.identifier.issn
0363-0129
dc.identifier.issn
1095-7138
dc.identifier.other
10.1137/15m1053633
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/227039
dc.language.iso
en
en_US
dc.publisher
SIAM
en_US
dc.subject
Merton problem
en_US
dc.subject
Transaction costs
en_US
dc.subject
Viscosity solutions
en_US
dc.subject
Dynamic programming
en_US
dc.subject
Fixed costs
en_US
dc.title
Optimal Consumption and Investment with Fixed and Proportional Transaction Costs
en_US
dc.type
Journal Article
dc.date.published
2017-05-25
ethz.book.title
SIAM J. Control and Optimization
en_US
ethz.journal.title
SIAM Journal on Control and Optimization
ethz.journal.volume
55
en_US
ethz.journal.issue
3
en_US
ethz.journal.abbreviated
SIAM j. control optim. (Print)
ethz.pages.start
1673
en_US
ethz.pages.end
1710
en_US
ethz.publication.place
Philadelphia, PA
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete / Soner, Mete
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete / Soner, Mete
en_US
ethz.relation.isVariantFormOf
20.500.11850/123926
ethz.date.deposited
2018-01-10T10:12:46Z
ethz.source
FORM
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2018-01-12T13:06:30Z
ethz.rosetta.lastUpdated
2018-11-06T06:35:43Z
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true
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