Albert Altarovici
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Person:2339122
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Partial hedging and cash requirements in discrete time Quantitative Finance | 2021-07-16 | Paper |
| Optimal consumption and investment with fixed and proportional transaction costs SIAM Journal on Control and Optimization | 2017-06-07 | Paper |
| Asymptotics for fixed transaction costs Finance and Stochastics | 2015-03-30 | Paper |
| A general Hamilton-Jacobi framework for non-linear state-constrained control problems ESAIM: Control, Optimisation and Calculus of Variations | 2013-05-16 | Paper |
Research outcomes over time
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