Pages that link to "Item:Q5233203"
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The following pages link to Optimal portfolio selection under vanishing fixed transaction costs (Q5233203):
Displaying 5 items.
- A note on asymptotics between singular and constrained control problems of one-dimensional diffusions (Q2089850) (← links)
- Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790) (← links)
- On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes (Q5093270) (← links)
- Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
