Pages that link to "Item:Q4902221"
From MaRDI portal
The following pages link to Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs (Q4902221):
Displayed 22 items.
- Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188) (← links)
- Transaction costs, trading volume, and the liquidity premium (Q471168) (← links)
- A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs (Q679585) (← links)
- Asymptotic analysis for target asset portfolio allocation with small transaction costs (Q903330) (← links)
- Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224) (← links)
- Asymptotics for fixed transaction costs (Q2339123) (← links)
- Benefits of fluctuating exchange rates on the investor's wealth (Q2676205) (← links)
- Worst-case portfolio optimization with proportional transaction costs (Q2804001) (← links)
- Portfolio Choice with Transaction Costs: A User’s Guide (Q2847837) (← links)
- On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs (Q2945617) (← links)
- Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
- LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS (Q3195492) (← links)
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
- Rebalancing with Linear and Quadratic Costs (Q4591242) (← links)
- Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon (Q4596857) (← links)
- Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon (Q4614937) (← links)
- INVESTING WITH LIQUID AND ILLIQUID ASSETS (Q4635034) (← links)
- Optimal Switching between Locking Down and Opening the Economy Because of an Infection (Q5013556) (← links)
- Optimal Consumption and Investment with Fixed and Proportional Transaction Costs (Q5266527) (← links)
- General indifference pricing with small transaction costs (Q5278183) (← links)
- THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS (Q5283400) (← links)
- Optimal investment with correlated stochastic volatility factors (Q6054456) (← links)