9 citations to 10.1007/s00780-016-0303-5 (Crossref Cited-By Service)

1. Christoph Belak, Joern Sass, “Finite-Horizon Optimal Investment with Transaction Costs: Construction of the Optimal Strategies”, SSRN Journal, 2015  
2. E. Lepinette, T. Q. Tran, “Consumption-investment optimization problem in a Lévy financial model with transaction costs and làdlàg strategies”, Math Finan Econ, 14, no. 3, 2020, 399  
3. Len Patrick Dominic M. Garces, Gerald H. L. Cheang, “A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics”, Quantitative Finance, 21, no. 12, 2021, 2025  
4. T. Belkina, Yu. Kabanov, “Viscosity Solutions of Integro-Differential Equations for Nonruin Probabilities”, Theory Probab. Appl., 60, no. 4, 2016, 671  
5. Erhan Bayraktar, Christoph Czichowsky, Leonid Dolinskyi, Yan Dolinsky, “Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios”, SIAM J. Finan. Math., 12, no. 4, 2021, SC115  
6. Manuel Guerra, 25, Novel Methods in Computational Finance, 2017, 143  
7. Sergei Egorov, Serguei Pergamenchtchikov, “Optimal investment and consumption for financial markets with jumps under transaction costs”, Finance Stoch, 28, no. 1, 2024, 123  
8. Mark Kelbert, Harold A. Moreno-Franco, “HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes”, SIAM J. Control Optim., 57, no. 3, 2019, 2185  
9. Christoph Belak, Jörn Sass, “Finite-horizon optimal investment with transaction costs: construction of the optimal strategies”, Finance Stoch, 23, no. 4, 2019, 861