Pages that link to "Item:Q481779"
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The following pages link to Optimal investment and consumption with proportional transaction costs in regime-switching model (Q481779):
Displayed 5 items.
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- Investment and consumption in regime-switching models with proportional transaction costs and log utility (Q2360794) (← links)
- Certain properties related to well posedness of switching diffusions (Q2403701) (← links)
- PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (Q2947343) (← links)
- OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS (Q5164391) (← links)