Pages that link to "Item:Q3467559"

The following pages link to Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559):

Displaying 23 items.

• Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188) (← links)
• Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
• Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
• A multi-asset investment and consumption problem with transaction costs (Q1999598) (← links)
• Double obstacle problems and fully nonlinear PDE with non-strictly convex gradient constraints (Q2223611) (← links)
• Global optimal regularity for variational problems with nonsmooth non-strictly convex gradient constraints (Q2227229) (← links)
• Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
• Asymptotics for fixed transaction costs (Q2339123) (← links)
• Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
• Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
• Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
• Rebalancing with Linear and Quadratic Costs (Q4591242) (← links)
• INVESTING WITH LIQUID AND ILLIQUID ASSETS (Q4635034) (← links)
• Optimal multi-asset trading with linear costs: a mean-field approach (Q4991066) (← links)
• The Impact of Proportional Transaction Costs on Systematically Generated Portfolios (Q5131412) (← links)
• Optimal Consumption and Investment with Fixed and Proportional Transaction Costs (Q5266527) (← links)
• General indifference pricing with small transaction costs (Q5278183) (← links)
• THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS (Q5283400) (← links)
• Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact (Q6054406) (← links)
• Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)
• Analytical and numerical solutions to ergodic control problems arising in environmental management (Q6066349) (← links)
• Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
• Nonlocal equations with gradient constraints (Q6176104) (← links)