Pages that link to "Item:Q1381306"
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The following pages link to Portfolio optimisation with strictly positive transaction costs and impulse control (Q1381306):
Displaying 13 items.
- Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls (Q5076703) (← links)
- An impulsive delay discrete stochastic neural network fractional-order model and applications in finance (Q5086845) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
- Analysis of the rebalancing frequency in log-optimal portfolio selection (Q5190136) (← links)
- Optimal portfolio selection under vanishing fixed transaction costs (Q5233203) (← links)
- Optimal Consumption and Investment with Fixed and Proportional Transaction Costs (Q5266527) (← links)
- Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)
- Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535) (← links)
- Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
- Optimal investment for retail investors (Q6054421) (← links)
- Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application (Q6098966) (← links)
- Nonzero-Sum Stochastic Impulse Games with an Application in Competitive Retail Energy Markets (Q6151940) (← links)
- The solution to an impulse control problem motivated by optimal harvesting (Q6627020) (← links)
