Callegaro, Giorgia; Ceci, Claudia; Ferrari, Giorgio Optimal reduction of public debt under partial observation of the economic growth. (English) Zbl 1453.91070 Finance Stoch. 24, No. 4, 1083-1132 (2020). MSC: 91B62 91B82 60G40 PDFBibTeX XMLCite \textit{G. Callegaro} et al., Finance Stoch. 24, No. 4, 1083--1132 (2020; Zbl 1453.91070) Full Text: DOI arXiv
Czichowsky, Christoph; Peyre, Rémi; Schachermayer, Walter; Yang, Junjian Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. (English) Zbl 1396.91683 Finance Stoch. 22, No. 1, 161-180 (2018). Reviewer: Hernando Burgos-Soto (Toronto) MSC: 91G10 60G48 60G22 PDFBibTeX XMLCite \textit{C. Czichowsky} et al., Finance Stoch. 22, No. 1, 161--180 (2018; Zbl 1396.91683) Full Text: DOI arXiv Link