Pages that link to "Item:Q1711719"

The following pages link to Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719):

Displaying 13 items.

• Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources (Q2004579) (← links)
• Nonzero-sum stochastic differential games between an impulse controller and a stopper (Q2194136) (← links)
• A solution technique for Lévy driven long term average impulse control problems (Q2229687) (← links)
• Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
• A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
• A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
• On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes (Q5093270) (← links)
• Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems (Q5158384) (← links)
• Impulse control and expected suprema (Q5233166) (← links)
• Optimal portfolio selection under vanishing fixed transaction costs (Q5233203) (← links)
• Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
• Optimal investment for retail investors (Q6054421) (← links)
• Long-Run Impulse Control with Generalized Discounting (Q6191407) (← links)