Pages that link to "Item:Q4614937"
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The following pages link to Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon (Q4614937):
Displayed 5 items.
- Optimal Switching between Locking Down and Opening the Economy Because of an Infection (Q5013556) (← links)
- Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets (Q5029934) (← links)
- Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
- Optimal investment with correlated stochastic volatility factors (Q6054456) (← links)
