搜索结果: 1-1 共查到“信息科学与系统科学基础学科 asymptotics”相关记录1条 . 查询时间(0.095 秒)
Homogenization and asymptotics for small transaction costs
transaction costs, homogenization, viscosity solutions, asymptotic expansions
2012/2/29
We consider the classical Merton problem of lifetime consumption-portfolio optimization problem with small proportional transaction costs. The first order term in the asymptotic expansion is explicitl...