Pages that link to "Item:Q679585"
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The following pages link to A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs (Q679585):
Displaying 6 items.
- Numerical solution of an optimal investment problem with proportional transaction costs (Q415202) (← links)
- Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370) (← links)
- Numerical analysis of a free-boundary singular control problem in financial economics (Q673248) (← links)
- A computational scheme for optimal investment - consumption with proportional transaction costs (Q1017027) (← links)
- Numerical schemes for investment models with singular transactions (Q1890892) (← links)
- (Q4453309) (← links)