Pages that link to "Item:Q2274224"
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The following pages link to Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224):
Displaying 4 items.
- Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
- SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (Q2668497) (← links)
- Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
- SDEs with two reflecting barriers driven by optional processes with regulated trajectories (Q6658928) (← links)
