Pages that link to "Item:Q4346053"
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The following pages link to Optimal Investment and Consumption With Two Bonds and Transaction Costs<sup>1</sup> (Q4346053):
Displaying 7 items.
- Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (Q816360) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203) (← links)
- Multi-asset portfolio selection problem with transaction costs (Q1897670) (← links)
- Managing inventory with proportional transaction costs (Q2299389) (← links)
- MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS (Q4972127) (← links)
- A Method for Computing Double Band Policies for Switching between Two Diffusions (Q5485389) (← links)
