Pages that link to "Item:Q1939506"
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The following pages link to Primal-dual methods for the computation of trading regions under proportional transaction costs (Q1939506):
Displaying 6 items.
- Dynamic portfolio optimization with transaction costs and state-dependent drift (Q319244) (← links)
- A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
- Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224) (← links)
- Worst-case portfolio optimization with proportional transaction costs (Q2804001) (← links)
- On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs (Q2945617) (← links)
- Optimal control of ultradiffusion processes with application to mathematical finance (Q4983283) (← links)
