Pages that link to "Item:Q2274224"

The following pages link to Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224):

Displaying 2 items.

• Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
• SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (Q2668497) (← links)