Pages that link to "Item:Q996069"
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The following pages link to Stopping problems of certain multiplicative functionals and optimal investment with transaction costs (Q996069):
Displaying 5 items.
- Multidimensional investment problem (Q1702880) (← links)
- Risk sensitive optimal stopping (Q2029782) (← links)
- Risk-sensitive optimal stopping with unbounded terminal cost function (Q2076651) (← links)
- Long-Run Risk-Sensitive Impulse Control (Q5130920) (← links)
- Asymptotics of impulse control problem with multiplicative reward (Q6166251) (← links)