Pages that link to "Item:Q1006096"
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The following pages link to Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096):
Displayed 5 items.
- Numerical solution of an optimal investment problem with proportional transaction costs (Q415202) (← links)
- Illiquidity, position limits, and optimal investment for mutual funds (Q634528) (← links)
- Parabolic variational inequality with parameter and gradient constraints (Q641654) (← links)
- A variational inequality arising from European option pricing with transaction costs (Q943445) (← links)
- Capital renewal as a real option (Q2275633) (← links)