Yaroslav Melnyk

From MaRDI portal
Person:1753525


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Lifetime investment and consumption with recursive preferences and small transaction costs
Mathematical Finance
2021-03-23Paper
Stochastic impulse control with regime-switching dynamics
European Journal of Operational Research
2018-05-29Paper
Small‐cost asymptotics for long‐term growth rates in incomplete markets
Mathematical Finance
2018-05-25Paper


Research outcomes over time


This page was built for person: Yaroslav Melnyk