Pages that link to "Item:Q4016754"
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The following pages link to Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters (Q4016754):
Displaying 5 items.
- On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828) (← links)
- An optimal consumption-investment model with constraint on consumption (Q326805) (← links)
- MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS (Q4972127) (← links)
- DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (Q5416702) (← links)
- Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)
