Optimal investment in the foreign exchange market with proportional transaction costs (Q3005820): Difference between revisions

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+Consumption-investment problems with transaction costs: Survey and open problems
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+Convex duality in constrained portfolio optimization
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+Portfolio Selection with Transaction Costs
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+On the existence and unicity of solutions of stochastic integral equations
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+Controlled Markov processes and viscosity solutions
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+Asymptotic analysis of optimal investment and consumption with transaction costs.
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+Portfolio selection with transactions costs
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+Optimum consumption and portfolio rules in a continuous-time model
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+A computational scheme for optimal investment - consumption with proportional transaction costs
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+MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS
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+Optimal investment and consumption with transaction costs
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