Pages that link to "Item:Q4596857"
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The following pages link to Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon (Q4596857):
Displaying 7 items.
- A note on finite horizon optimal investment and consumption with transaction costs (Q316893) (← links)
- Optimal investment with transaction costs and without semimartingales (Q1872364) (← links)
- Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon (Q4596857) (← 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)
- Optimal investment problem with complete memory on an infinite time horizon (Q5079067) (← links)
- Performance Fees with Stochastic Benchmark (Q5080134) (← links)