Optimal impulse control of a portfolio with a fixed transaction cost (Q301216)
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scientific article; zbMATH DE number 6599631
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| English | Optimal impulse control of a portfolio with a fixed transaction cost |
scientific article; zbMATH DE number 6599631 |
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Optimal impulse control of a portfolio with a fixed transaction cost (English)
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30 June 2016
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portfolio optimization
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transaction costs
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impulse control
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quasi-variational inequalities
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0.8872019648551941
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0.8820794224739075
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0.8508309125900269
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0.8455948829650879
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0.8446848392486572
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