Pages that link to "Item:Q301216"
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The following pages link to Optimal impulse control of a portfolio with a fixed transaction cost (Q301216):
Displaying 6 items.
- The state of financial modelling in 2012, as shaped by the GFC (Q301201) (← links)
- An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
- Fused Lasso approach in portfolio selection (Q2241053) (← links)
- On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints (Q2691461) (← links)
- Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
