Pages that link to "Item:Q2274224"
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The following pages link to Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224):
Displaying 14 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)
- Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096) (← links)
- Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
- Optimal investment with transaction costs and without semimartingales (Q1872364) (← links)
- Investment decisions with finite-lived collars (Q2002654) (← links)
- SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (Q2668497) (← links)
- Optimal investment in the foreign exchange market with proportional transaction costs (Q3005820) (← links)
- Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon (Q4614937) (← links)
- Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs (Q4902221) (← links)
- Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
- On optimal terminal wealth under transaction costs (Q5939296) (← links)
- Optimal investment for retail investors (Q6054421) (← links)
- SDEs with two reflecting barriers driven by optional processes with regulated trajectories (Q6658928) (← links)
