Pages that link to "Item:Q6097533"
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The following pages link to A double obstacle problem in an optimal investment problem (Q6097533):
Displaying 4 items.
- Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370) (← links)
- A double obstacle problem arising in differential game theory (Q837120) (← links)
- Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096) (← links)
- Time-dependent double obstacle problem arising from European option pricing with transaction costs (Q6109504) (← links)