Pages that link to "Item:Q3820325"
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The following pages link to Optimal Impulse Control of Portfolios (Q3820325):
Displaying 43 items.
- Optimal impulse control of a portfolio with a fixed transaction cost (Q301216) (← links)
- Optimal portfolio selection under concave price impact (Q360368) (← links)
- Determining mixed linear-nonlinear coupled differential equations from multivariate discrete time series sequences (Q675936) (← links)
- Dynamic trading policies with price impact (Q953780) (← links)
- Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357) (← links)
- Optimal control of option portfolios and applications (Q1283714) (← links)
- Optimal Central Bank intervention in the foreign exchange market (Q1306767) (← links)
- Optimal delta-hedging under transactions costs (Q1391437) (← links)
- Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
- An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
- Super-replication with fixed transaction costs (Q1737955) (← links)
- Optimal control of the investment portfolio with respect to the quantile criterion (Q1778993) (← links)
- Optimal securitization of credit portfolios via impulse control (Q1932538) (← links)
- Some applications of impulse control in mathematical finance (Q1974593) (← links)
- Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
- Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
- A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
- Nash equilibria in nonzero-sum differential games with impulse control (Q2239927) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- Asymptotics for fixed transaction costs (Q2339123) (← links)
- Optimal impulse control for a multidimensional cash management system with generalized cost functions (Q2378465) (← links)
- Impulsive control of portfolios (Q2384779) (← links)
- A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
- EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS (Q2746235) (← links)
- A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
- Dynamic liquidation under market impact (Q2994855) (← links)
- Optimal portfolio policies under fixed and proportional transaction costs (Q3417911) (← links)
- Optimal Consumption and Portfolio Choice with Stopping (Q3433621) (← links)
- Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation (Q3627693) (← links)
- Should Stochastic Volatility Matter to the Cost‐Constrained Investor? (Q4464018) (← links)
- (Q4800837) (← links)
- Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls (Q5076703) (← links)
- Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model (Q5123453) (← links)
- Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems (Q5158384) (← 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)
- Impulsive Control and Synchronization of Memristor-Based Chaotic Circuits (Q5498613) (← links)
- A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion (Q5502183) (← 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)
- Adaptive control of nonlinear impulsively coupled complex networks with mismatching conditions (Q6193186) (← links)
