The following pages link to (Q4357645):
Displaying 25 items.
- An optimal trading rule of a mean-reverting asset (Q618955) (← links)
- Utility maximization with convex constraints and partial information (Q996765) (← links)
- Optimal consumption and investment under partial information (Q1029540) (← links)
- Optimal trading of stock options under alternative strategy (Q1206118) (← links)
- Optimal trading of a security when there are taxes and transaction costs (Q1297916) (← links)
- Optimal portfolio in partially observed stochastic volatility models. (Q1872462) (← links)
- Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
- Optimal dynamic basis trading (Q2334405) (← links)
- Satisfying convex risk limits by trading (Q2488474) (← links)
- Maximal trades (Q2761060) (← links)
- Alternation Trading Proofs and Their Limitations (Q2849894) (← links)
- CONIC TRADING IN A MARKOVIAN STEADY STATE (Q2976128) (← links)
- (Q4313037) (← links)
- Admissible Trading Strategies Under Transaction Costs (Q4568490) (← links)
- Minimizing the lifetime ruin under borrowing and short-selling constraints (Q4576868) (← links)
- Maximizing survival, growth and goal reaching under borrowing constraints (Q4683118) (← links)
- (Q4687873) (← links)
- Proportional reinsurance and investment in multiple risky assets under borrowing constraint (Q5117679) (← links)
- (Q5133140) (← links)
- OPTIMAL EXECUTION HORIZON (Q5262523) (← links)
- Optimal trading with transaction costs and short-term predictability (Q6053124) (← links)
- Limits of semistatic trading strategies (Q6054450) (← links)
- Trading Constraints in Continuous-Time Kyle Models (Q6100505) (← links)
- Optimal initial coin offering under speculative token trading (Q6106488) (← links)
- Improved approximation to first-best gains-from-trade (Q6167248) (← links)
