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On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs.
Christoph Belak
Olaf Menkens
Jörn Sass
Published in:
SIAM J. Control. Optim. (2015)
Keyphrases
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transaction costs
optimal solution
stock exchange
dynamic programming
search costs
data mining
data warehouse
metaheuristic
investment strategies