Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802): Difference between revisions

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-Mustafa Çelebi Pinar
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+DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
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+Lectures on Modern Convex Optimization
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+Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets *
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+Q4826101
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+Q2782354
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+HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH<sup>1</sup><sup>2</sup>
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+Publication:2440802