Tsai, Wan-Yu
- A Numerical Scheme for A Singular control problem:\n Investment-Consumption Under Proportional Transaction Costs
2017/11/02 by Arash Fahim, Wan-Yu Tsai, Fahim, Arash +1 · 1 citation
Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Numerical Analysis (math.NA) #Portfolio Management (q-fin.PM) #Stochastic processes and financial applications