Pages that link to "Item:Q515774"
From MaRDI portal
The following pages link to A spectral method for an optimal investment problem with transaction costs under potential utility (Q515774):
Displaying 4 items.
- Numerical solution of an optimal investment problem with proportional transaction costs (Q415202) (← links)
- Spectral utility, Wiener-Hopf techniques, and rational expectations (Q1109666) (← links)
- Chebyshev reduced basis function applied to option valuation (Q1789629) (← links)
- A pseudospectral method for option pricing with transaction costs under exponential utility (Q2029418) (← links)