Pages that link to "Item:Q4009175"
From MaRDI portal
The following pages link to Impulse control of portfolios with jumps and transaction costs (Q4009175):
Displaying 5 items.
- Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357) (← links)
- A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
- EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS (Q2746235) (← links)
- Dynamic liquidation under market impact (Q2994855) (← links)
- Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application (Q6098966) (← links)