Pages that link to "Item:Q5241794"

The following pages link to Dynamic option hedging with transaction costs: A stochastic model predictive control approach (Q5241794):

Displaying 9 items.

• Hedging options under transaction costs and stochastic volatility (Q951343) (← links)
• Reducing transaction costs for interest rate risk hedging with stochastic programming (Q2672154) (← links)
• Hedging barrier options in GARCH models with transaction costs (Q2802880) (← links)
• MultiObjective Dynamic Optimization of Investment Portfolio Based on Model Predictive Control (Q5020745) (← links)
• Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (Q5026618) (← links)
• Dynamic option hedging via stochastic model predictive control based on scenario simulation (Q5247231) (← links)
• Investment portfolio tracking using model predictive control (Q6054512) (← links)
• Minimization of constraint violation probability in model predictive control (Q6071537) (← links)
• Nonlinear model predictive control of a radiative heating process with movable radiators (Q6139881) (← links)