Pages that link to "Item:Q1006096"
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The following pages link to Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096):
Displaying 11 items.
- General indifference pricing with small transaction costs (Q5278183) (← links)
- On Balanced Growth Path Solutions of a Knowledge Diffusion and Growth Model (Q5742497) (← links)
- Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502) (← links)
- Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← 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)
- A double obstacle problem in an optimal investment problem (Q6097533) (← links)
- Time-dependent double obstacle problem arising from European option pricing with transaction costs (Q6109504) (← links)
- A reversible investment problem with capacity and demand in finite horizon: free boundary analysis (Q6490243) (← links)
- An irreversible investment problem with demand on a finite horizon: the optimal investment boundary analysis (Q6495284) (← links)
- Optimal ratcheting of dividend payout under Brownian motion surplus (Q6608783) (← links)