Optimal impulse control of a portfolio with a fixed transaction cost (Q301216): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:17, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal impulse control of a portfolio with a fixed transaction cost |
scientific article |
Statements
Optimal impulse control of a portfolio with a fixed transaction cost (English)
0 references
30 June 2016
0 references
portfolio optimization
0 references
transaction costs
0 references
impulse control
0 references
quasi-variational inequalities
0 references
