The following pages link to Vathana Ly Vath (Q315774):
Displaying 14 items.
- Numerical approximation for a portfolio optimization problem under liquidity risk and costs (Q315777) (← links)
- Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
- A mixed singular/switching control problem for a dividend policy with reversible technology investment (Q930682) (← links)
- Optimal dividend and capital structure with debt covenants (Q2025293) (← links)
- Optimal harvesting under marine reserves and uncertain environment (Q2140306) (← links)
- Optimal exploitation of a resource with stochastic population dynamics and delayed renewal (Q2314851) (← links)
- Optimal market dealing under constraints (Q2401520) (← links)
- A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
- Competitive market equilibrium under asymmetric information (Q2477603) (← links)
- Optimal exit strategies for investment projects (Q2512665) (← links)
- OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET (Q2797874) (← links)
- An Optimal Dividend and Investment Control Problem under Debt Constraints (Q2873129) (← links)
- Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case (Q5453570) (← links)
- Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535) (← links)