Pages that link to "Item:Q309169"

The following pages link to Consumption-investment problem with transaction costs for Lévy-driven price processes (Q309169):

Displayed 7 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)
• Stochastic Dynamic Programming and Control of Markov Processes (Q4626499) ‎ (← links)
• Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios (Q5013831) ‎ (← links)
• HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes (Q5232220) ‎ (← links)