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Consumption-investment problems with transaction costs: Survey and open problems |
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| Authors: | Abel Cadenillas |
| Institution: | (1) Department of Mathematical Sciences, University of Alberta, Edmonton, Alberta T6G 2G1, Canada (e-mail: acadenil@newton.math.ualberta.ca), CA |
| Abstract: | |
| Keywords: | : Consumption-investment optimal stopping stochastic singular control stochastic impulse control transaction costs |
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