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Stochastic impulse control on optimal execution with price impact and transaction cost
Price impact impulse control dynamic programming vis-cosity solutions
2011/3/30
We study a single risky financial asset model subject to price impact and transaction cost over an finite time horizon. An investor needs to execute a long position in the asset affecting the price of...
An Impulse Control Disorder Case with Penile Fracture and Trichotillomania
Penile fracture impulse control trichotillomania
2009/6/17
Penile fractures are classically described as presenting with rapid detumescence of an erection associated with blunt trauma. This clinical finding is due to a tear in the tunica albuginea surrounding...