Optimal impulse control of a portfolio with a fixed transaction cost (Q301216): Difference between revisions

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+Computational Methods for Option Pricing
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+On an Investment-Consumption Model with Transaction Costs
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+Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility
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+A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees
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+Optimal impulse control for a multidimensional cash management system with generalized cost functions
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+Optimal investment, stochastic labor income and retirement
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+Consumption-investment problems with transaction costs: Survey and open problems
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+Q4802408
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+Portfolio Selection with Transaction Costs
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+Optimal Impulse Control of Portfolios
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+Portfolio optimisation with strictly positive transaction costs and impulse control
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+A model of optimal portfolio selection under liquidity risk and price impact
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+hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF MULTIVARIATE LÉVY PROCESSES
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+OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
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+Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
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+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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+Optimal investment and consumption with transaction costs
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+The Mathematics of Financial Derivatives
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+Publication:301216