Pages that link to "Item:Q1177284"

The following pages link to A simplified treatment of the theory of optimal regulation of Brownian motion (Q1177284):

Displaying 28 items.

• The role of spatial scale in the timing of uncertain environmental policy (Q433647) (← links)
• Harvesting and recovery decisions under uncertainty (Q608903) (← links)
• Optimal target zones (Q671547) (← links)
• Capital gains and asset switching (Q674244) (← links)
• Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
• A generalized impulse control model of cash management (Q951514) (← links)
• Optimal investment with lumpy costs (Q956428) (← links)
• An algorithm for evaluating the number of controls in trigger--target models (Q1351918) (← links)
• Firm behaviour under the threat of liquidation (Q1351926) (← links)
• An explicit solution for dynamic menu costs with zero discounting (Q1389424) (← links)
• Optimal delta-hedging under transactions costs (Q1391437) (← links)
• The optimal cash holding models for stochastic cash management of continuous time (Q1716921) (← links)
• Annuitization and asset allocation under exponential utility (Q1742720) (← links)
• Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139) (← links)
• Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
• The asymptotic behavior of the optimal cash holding strategy under a class of utility functions (Q2151478) (← links)
• Optimal dividends with an affine penalty (Q2318336) (← links)
• Optimal impulse control for a multidimensional cash management system with generalized cost functions (Q2378465) (← links)
• Maximizing the utility of consumption with commutable life annuities (Q2445347) (← links)
• An impulse control of a geometric Brownian motion with quadratic costs (Q2569026) (← links)
• Optimal fees for geometric mean market makers (Q2670815) (← links)
• Pricing a European Basket Option in the Presence of Proportional Transaction Costs (Q3424325) (← links)
• Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909) (← links)
• A class of solvable singular stochastic control problems (Q4700350) (← links)
• Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates (Q4971973) (← links)
• Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
• Investment, uncertainty, and price stabilization schemes (Q5894585) (← links)
• Investment, uncertainty, and price stabilization schemes (Q5906544) (← links)