6 results
Ergodic control of diffusions with random intervention times
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- Journal of Applied Probability / Volume 58 / Issue 1 / March 2021
- Published online by Cambridge University Press:
- 25 February 2021, pp. 1-21
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- March 2021
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A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time
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- Advances in Applied Probability / Volume 51 / Issue 2 / June 2019
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- 07 August 2019, pp. 425-442
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- June 2019
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Impulse control and expected suprema
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- Advances in Applied Probability / Volume 49 / Issue 1 / March 2017
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- 17 March 2017, pp. 238-257
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- March 2017
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Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 102-120
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- March 2014
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Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs
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- Advances in Applied Probability / Volume 40 / Issue 3 / September 2008
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- 01 July 2016, pp. 673-695
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- September 2008
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Optimal portfolio policies under fixed and proportional transaction costs
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- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
- Published online by Cambridge University Press:
- 08 September 2016, pp. 916-942
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- December 2006
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