The following pages link to (Q4356592):
Displayed 9 items.
- Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330) (← links)
- A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs (Q679585) (← links)
- Optimal investment strategies with a reallocation constraint (Q992044) (← links)
- A computational scheme for optimal investment - consumption with proportional transaction costs (Q1017027) (← links)
- Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357) (← links)
- Asset allocation with time variation in expected returns (Q1381452) (← links)
- Futures trading with transaction costs (Q1928878) (← links)
- Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)
- Splitting methods for Hamilton‐Jacobi equations (Q5469036) (← links)