The following pages link to Impulsive control of portfolios (Q2384779):
Displaying 16 items.
- Optimal impulse control of a portfolio with a fixed transaction cost (Q301216) (← links)
- Controllability of nonlinear impulsive second order integrodifferential evolution systems in Banach spaces (Q372579) (← links)
- Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
- On exact controllability of first-order impulsive differential equations (Q963088) (← links)
- Portfolio optimisation with strictly positive transaction costs and impulse control (Q1381306) (← links)
- Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
- Optimal securitization of credit portfolios via impulse control (Q1932538) (← links)
- Some applications of impulse control in mathematical finance (Q1974593) (← links)
- On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
- Optimal Impulse Control of Portfolios (Q3820325) (← links)
- Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients (Q5076720) (← links)
- Optimal stochastic impulse control with random coefficients and execution delay (Q5085830) (← links)
- Infinite horizon optimal impulsive control with applications to Internet congestion control (Q5266162) (← links)
- Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
- Optimal investment for retail investors (Q6054421) (← links)
- Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes (Q6647795) (← links)
