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

@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+N25
@@ Property / Mathematics Subject Classification ID: 49N25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J10
@@ Property / Mathematics Subject Classification ID: 49J10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6599631
@@ Property / zbMATH DE Number: 6599631 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+portfolio optimization
@@ Property / zbMATH Keywords: portfolio optimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+transaction costs
@@ Property / zbMATH Keywords: transaction costs / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+impulse control
@@ Property / zbMATH Keywords: impulse control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quasi-variational inequalities
@@ Property / zbMATH Keywords: quasi-variational inequalities / rank @@
+Normal rank

Revision as of 21:57, 27 June 2023