Pages that link to "Item:Q415202"
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The following pages link to Numerical solution of an optimal investment problem with proportional transaction costs (Q415202):
Displaying 3 items.
- A spectral method for an optimal investment problem with transaction costs under potential utility (Q515774) (← links)
- A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs (Q679585) (← links)
- Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
