Pages that link to "Item:Q2862451"
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The following pages link to Homogenization and asymptotics for small transaction costs (Q2862451):
Displaying 32 items.
- Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
- An eigenvalue problem for a fully nonlinear elliptic equation with gradient constraint (Q526938) (← links)
- A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs (Q679585) (← links)
- Asymptotic analysis for target asset portfolio allocation with small transaction costs (Q903330) (← links)
- Equilibrium returns with transaction costs (Q1650939) (← links)
- Existence of a Radner equilibrium in a model with transaction costs (Q1670390) (← links)
- Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
- Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
- A multi-asset investment and consumption problem with transaction costs (Q1999598) (← links)
- Sensitivity of optimal consumption streams (Q2000136) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- Managing inventory with proportional transaction costs (Q2299389) (← links)
- Asymptotics for fixed transaction costs (Q2339123) (← links)
- Optimal liquidity provision (Q2348293) (← links)
- Small transaction cost asymptotics and dynamic hedging (Q2464226) (← links)
- Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
- Asymptotic analysis for Merton's problem with transaction costs in power utility case (Q2811107) (← links)
- Portfolio Choice with Transaction Costs: A User’s Guide (Q2847837) (← links)
- Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
- Rebalancing with Linear and Quadratic Costs (Q4591242) (← links)
- Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon (Q4596857) (← links)
- Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis (Q4610209) (← links)
- Optimal Consumption and Investment with Fixed and Proportional Transaction Costs (Q5266527) (← links)
- General indifference pricing with small transaction costs (Q5278183) (← links)
- THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS (Q5283400) (← links)
- Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)
- Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)
- Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact (Q6054406) (← links)
- Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
- Deep learning for enhanced index tracking (Q6587735) (← links)
