Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Investment and consumption with small transaction costs
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
2013 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

This thesis consists of two parts, both of which study the infinite horizon Merton problem under asymptotically small transaction costs. In the first part the asymptotical no trade regions are found numerically for proportional transaction costs, whereas the second is an initial attempt to employ homogenization theory previously used for fixed and proportional costs separately to the case of both costs simultaneously.

Place, publisher, year, edition, pages
2013.
Series
TRITA-MAT-E, 2013:60
National Category
Mathematics
Identifiers
URN: urn:nbn:se:kth:diva-139320OAI: oai:DiVA.org:kth-139320DiVA: diva2:687488
External cooperation
ETH Zürich
Subject / course
Mathematics
Educational program
Master of Science - Mathematics
Supervisors
Examiners
Available from: 2014-01-14 Created: 2014-01-09 Last updated: 2014-01-18Bibliographically approved

Open Access in DiVA

fulltext(638 kB)246 downloads
File information
File name FULLTEXT02.pdfFile size 638 kBChecksum SHA-512
b4b5e400f8863c0808cafcd582312b50aca0a97dc4e9f6b8b21e36822055eeaac84daea71454e3e3649ffcfdae1ef419a20bfc890c8b2ddc9b5a126f411b3157
Type fulltextMimetype application/pdf

By organisation
Mathematics (Div.)
Mathematics

Search outside of DiVA

GoogleGoogle Scholar
Total: 247 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

urn-nbn

Altmetric score

urn-nbn
Total: 121 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf