The following pages link to (Q4379375):
Displaying 9 items.
- Optimal stochastic intervention control with application to the exchange rate (Q1300406) (← links)
- Optimal Central Bank intervention in the foreign exchange market (Q1306767) (← links)
- Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs (Q2355355) (← links)
- Optimal impulse control for a multidimensional cash management system with generalized cost functions (Q2378465) (← links)
- Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I. (Q2478407) (← links)
- An impulse control of a geometric Brownian motion with quadratic costs (Q2569026) (← links)
- On the optimal stopping problem for one-dimensional diffusions. (Q2574594) (← links)
- Stochastic differential games involving impulse controls (Q3170570) (← links)
- Numerical Ross Recovery for Diffusion Processes Using a PDE Approach (Q5126678) (← links)
