Pages that link to "Item:Q4614937"
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The following pages link to Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon (Q4614937):
Displaying 11 items.
- A note on finite horizon optimal investment and consumption with transaction costs (Q316893) (← links)
- A spectral method for an optimal investment problem with transaction costs under potential utility (Q515774) (← links)
- Optimal investment with transaction costs and without semimartingales (Q1872364) (← links)
- Investment decisions with finite-lived collars (Q2002654) (← links)
- What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348) (← links)
- Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs (Q4902221) (← links)
- Optimal Switching between Locking Down and Opening the Economy Because of an Infection (Q5013556) (← links)
- Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets (Q5029934) (← links)
- Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
- Optimal investment with correlated stochastic volatility factors (Q6054456) (← links)
