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20042009
most citedOn some recent aspects of stochastic control and their applications

90 citations · 141 across the 9 of their papers we have counts for

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math.PR2006★ 11 cited

Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns

Bruno Bouchard, Huyên Pham

We consider a general discrete-time financial market with proportional transaction costs as in [Kabanov, Stricker and Rásonyi Finance and Stochastics 7 (2003) 403--411] and [Schach…