Pages that link to "Item:Q1974021"
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The following pages link to Consumption-investment problems with transaction costs: Survey and open problems (Q1974021):
Displaying 19 items.
- Optimal impulse control of a portfolio with a fixed transaction cost (Q301216) (← links)
- Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Closed-form optimal strategies of continuous-time options with stochastic differential equations (Q1674900) (← links)
- Possibilistic individual multi-period consumption-investment models (Q1677108) (← links)
- Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139) (← links)
- Utility based option evaluation with proportional transaction costs (Q1853219) (← links)
- Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
- Regularized stochastic dual dynamic programming for convex nonlinear optimization problems (Q2218885) (← links)
- Maximizing the utility of consumption with commutable life annuities (Q2445347) (← links)
- An impulse control of a geometric Brownian motion with quadratic costs (Q2569026) (← links)
- Optimal Market Making in the Foreign Exchange Market (Q2786211) (← links)
- Optimal investment in the foreign exchange market with proportional transaction costs (Q3005820) (← links)
- Pricing a European Basket Option in the Presence of Proportional Transaction Costs (Q3424325) (← links)
- Subexponential potential asymptotics with applications (Q5055328) (← links)
- Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
- Analysis of the rebalancing frequency in log-optimal portfolio selection (Q5190136) (← links)
- Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (Q5299910) (← links)
- Wavelet evolutionary network for complex-constrained portfolio rebalancing (Q5497421) (← links)
