Pages that link to "Item:Q453370"
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The following pages link to Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370):
Displaying 5 items.
- Numerical solution of an optimal investment problem with proportional transaction costs (Q415202) (← 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)
- A double obstacle problem in an optimal investment problem (Q6097533) (← links)
- Time-dependent double obstacle problem arising from European option pricing with transaction costs (Q6109504) (← links)