Optimal impulse control of a portfolio with a fixed transaction cost (Q301216): Difference between revisions
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Revision as of 21:53, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal impulse control of a portfolio with a fixed transaction cost |
scientific article |
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Optimal impulse control of a portfolio with a fixed transaction cost (English)
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30 June 2016
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portfolio optimization
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transaction costs
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impulse control
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quasi-variational inequalities
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