Pages that link to "Item:Q2945617"

The following pages link to On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs (Q2945617):

Displaying 7 items.

• 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)
• Biological population management based on a Hamilton–Jacobi–Bellman equation with boundary blow up (Q5027392) (← links)
• Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
• Optimal Consumption and Investment with Fixed and Proportional Transaction Costs (Q5266527) (← links)
• Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)