Pages that link to "Item:Q5382701"
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The following pages link to Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints (Q5382701):
Displaying 4 items.
- HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (Q2034924) (← links)
- Fused Lasso approach in portfolio selection (Q2241053) (← links)
- On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
- An optimal switching approach toward cost-effective control of a stand-alone photovoltaic panel system under stochastic environment (Q6574638) (← links)
