MODERN TONTINE WITH TRANSACTION COSTS

被引：0
|
作者：
He, Lin [1 ]
Liang, Zongxia [2 ]
Wang, Sheng [2 ]
机构：
[1] School of Finance, Renmin University of China, Beijing,100872, China
[2] Department of Mathematical Sciences, Tsinghua University, Beijing,100084, China
来源：
arXiv | 2022年
关键词：
Engineering Village;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Allocation policies - Impulse control - Impulse control problem - Infinite time horizon - Modern tontine - Optimization problems - Proportional transaction costs - Stochastic control - Transaction cost - Viscosity solutions
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