Pages that link to "Item:Q301216"

The following pages link to Optimal impulse control of a portfolio with a fixed transaction cost (Q301216):

Displaying 11 items.

• The state of financial modelling in 2012, as shaped by the GFC (Q301201) (← links)
• Portfolio optimisation with strictly positive transaction costs and impulse control (Q1381306) (← links)
• An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
• Portfolio optimization under transaction costs in the CRR model (Q1781148) (← links)
• Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956) (← links)
• Fused Lasso approach in portfolio selection (Q2241053) (← links)
• On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
• Impulsive control of portfolios (Q2384779) (← links)
• Mean-risk model for uncertain portfolio selection with background risk and realistic constraints (Q2691461) (← links)
• Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs (Q3535648) (← links)
• Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)