Pages that link to "Item:Q309169"
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The following pages link to Consumption-investment problem with transaction costs for Lévy-driven price processes (Q309169):
Displaying 5 items.
- Consumption-investment optimization problem in a Lévy financial model with transaction costs and Làdlàg strategies (Q2190061) (← links)
- Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224) (← links)
- On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs (Q2945617) (← links)
- Viscosity Solutions of Integro-Differential Equations for Nonruin Probabilities (Q3178732) (← links)
- Optimal investment and consumption for financial markets with jumps under transaction costs (Q6181518) (← links)
