Pages that link to "Item:Q415202"
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The following pages link to Numerical solution of an optimal investment problem with proportional transaction costs (Q415202):
Displaying 8 items.
- Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370) (← links)
- A spectral method for an optimal investment problem with transaction costs under potential utility (Q515774) (← links)
- A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs (Q679585) (← links)
- Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096) (← links)
- Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
- (Q4356592) (← links)
- Projection/fixed point method for solving a semilinear obstacle problem (Q5031264) (← links)
- A double obstacle problem in an optimal investment problem (Q6097533) (← links)