Pages that link to "Item:Q5411501"
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The following pages link to Penalty methods for continuous-time portfolio selection with proportional transaction costs (Q5411501):
Displaying 19 items.
- Leverage management in a bull-bear switching market (Q311005) (← links)
- A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs (Q679585) (← links)
- A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Futures trading with transaction costs (Q1928878) (← links)
- Primal-dual methods for the computation of trading regions under proportional transaction costs (Q1939506) (← links)
- A multi-asset investment and consumption problem with transaction costs (Q1999598) (← links)
- The stochastic control model for use conversion of land (Q2044117) (← links)
- Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224) (← links)
- Power penalty method for solving HJB equations arising from finance (Q2288647) (← links)
- A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation (Q2403726) (← links)
- Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities (Q2962131) (← links)
- Variationally consistent discretization schemes and numerical algorithms for contact problems (Q3100351) (← links)
- INVESTING WITH LIQUID AND ILLIQUID ASSETS (Q4635034) (← links)
- Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)
- General indifference pricing with small transaction costs (Q5278183) (← links)
- Realization Utility with Path-Dependent Reference Points (Q5868797) (← links)
- Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)
- Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)
