Pages that link to "Item:Q2433238"
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The following pages link to A unified approach to portfolio optimization with linear transaction costs (Q2433238):
Displayed 7 items.
- Dynamic portfolio optimization with transaction costs and state-dependent drift (Q319244) (← links)
- A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) (Q937233) (← links)
- Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
- Primal-dual methods for the computation of trading regions under proportional transaction costs (Q1939506) (← links)
- Consuming durable goods when stock markets jump: a strategic asset allocation approach (Q1994529) (← links)
- Dynamic liquidation under market impact (Q2994855) (← links)
- Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)