The following pages link to (Q4887227):
Displaying 8 items.
- A free boundary problem arising from a multi-state regime-switching stock trading model (Q2172474) (← links)
- Free boundary problem for an optimal investment problem with a borrowing constraint (Q2673401) (← links)
- Free boundary problems in asset pricing with transaction costs (Q2760115) (← links)
- OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS (Q3126240) (← links)
- Portfolio management with transaction costs (Q3128395) (← links)
- HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH<sup>1</sup><sup>2</sup> (Q4226860) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- (Q5487547) (← links)