Pages that link to "Item:Q1890892"

The following pages link to Numerical schemes for investment models with singular transactions (Q1890892):

Displaying 15 items.

• Functional inequalities, regularity and computation of the deficit and surplus variables in the financial equilibrium problem (Q300767) (← links)
• New existence theorems for quasi-variational inequalities and applications to financial models (Q322667) (← links)
• Variational formulation for a general dynamic financial equilibrium problem: balance law and liability formula (Q654053) (← links)
• A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs (Q679585) (← links)
• A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) (Q937233) (← links)
• Evolutionary variational inequalities applied to financial equilibrium problems in an environment of risk and uncertainty (Q999958) (← links)
• Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
• Futures trading with transaction costs (Q1928878) (← links)
• Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation (Q2318503) (← links)
• On discrete probability approximations for transaction cost problems (Q2326983) (← links)
• Variational approach for a general financial equilibrium problem: the deficit formula, the balance law and the liability formula. A path to the economy recovery (Q2514825) (← links)
• Multi-asset investment-consumption model with transaction costs (Q2567303) (← links)
• A TRANSFORMATION METHOD FOR SOLVING THE HAMILTON–JACOBI–BELLMAN EQUATION FOR A CONSTRAINED DYNAMIC STOCHASTIC OPTIMAL ALLOCATION PROBLEM (Q2874280) (← links)
• Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)
• MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS (Q5488977) (← links)