Pages that link to "Item:Q673248"
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The following pages link to Numerical analysis of a free-boundary singular control problem in financial economics (Q673248):
Displaying 16 items.
- Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330) (← links)
- Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
- Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
- Optimal risk management problem of natural resources: application to oil drilling (Q829138) (← links)
- Dynamic trading policies with price impact (Q953780) (← links)
- Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints (Q1575404) (← links)
- Numerical schemes for investment models with singular transactions (Q1890892) (← links)
- Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (Q1972341) (← links)
- A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
- Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
- Solving Free-boundary Problems with Applications in Finance (Q3530805) (← links)
- State-Dependent Utility (Q3621147) (← links)
- Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations (Q3631192) (← links)
- Numerical Methods for an Optimal Investment-Consumption Model (Q3989819) (← links)
- A current-value Hamiltonian approach to discrete-time optimal control problems in economic growth theory (Q5037846) (← links)
- Numerical analysis of the model of optimal savings and borrowing (Q6169119) (← links)
