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机译:CONVERGENCE OF OPTIMAL INVESTMENT PROBLEMS IN THE VANISHING FIXED COST LIMIT
Univ Michigan;
Tech Univ Berlin;
Christian Albrechts Univ KielUniv Trier;
optimal investment; transaction costs; stochastic Perron; viscosity solutions; STOCHASTIC PERRONS METHOD; TRANSACTION COSTS; PORTFOLIO SELECTION; OPTIMAL CONSUMPTION; IMPULSE CONTROL; UTILITY MAXIMIZATION; VISCOSITY SOLUTIONS; SHADOW PRICES; VERIFICATION; OPTIMIZATION;