Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559): Difference between revisions

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-Halil Mete Soner
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+Multi‐asset portfolio optimization with transaction cost
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+Discontinuous solutions of deterministic optimal stopping time problems
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+Some solvable stochastic control problemst<sup>†</sup>
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+Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs
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+European Option Pricing with Transaction Costs
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+Periodic homogenisation of certain fully nonlinear partial differential equations
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+Asymptotic analysis of optimal investment and consumption with transaction costs.
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+Markets with transaction costs. Mathematical theory.
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+MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS
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+There is no nontrivial hedging portfolio for option pricing with transaction costs
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+Homogenization and Asymptotics for Small Transaction Costs
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+An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
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+Publication:3467559