The following pages link to Stefano Baccarin (Q301215):
Displaying 6 items.
- Optimal impulse control of a portfolio with a fixed transaction cost (Q301216) (← links)
- Optimal impulse control on an unbounded domain with nonlinear cost functions (Q926317) (← links)
- Optimal impulse control for cash management with quadratic holding-penalty costs (Q1862733) (← links)
- Optimal impulse control for a multidimensional cash management system with generalized cost functions (Q2378465) (← links)
- (Q2954099) (← links)
- Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints (Q5382701) (← links)
