Pages that link to "Item:Q1336583"
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The following pages link to Optimal investment and consumption with transaction costs (Q1336583):
Displaying 10 items.
- A double obstacle problem in an optimal investment problem (Q6097533) (← links)
- Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains (Q6123275) (← links)
- Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
- A reversible investment problem with capacity and demand in finite horizon: free boundary analysis (Q6490243) (← links)
- Optimal times to buy and sell a home (Q6492033) (← links)
- An irreversible investment problem with demand on a finite horizon: the optimal investment boundary analysis (Q6495284) (← links)
- Optimal investment strategy under the CEV model with stochastic interest rate (Q6534599) (← links)
- Relative wealth concerns with partial information and heterogeneous priors (Q6542562) (← links)
- Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089) (← links)
- The Legendre transform-dual-asymptotic solution for optimal investment strategy with random incomes (Q6641345) (← links)