Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon (Q4596857): Difference between revisions

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+.0562
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+Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs
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+Utility Maximization Trading Two Futures with Transaction Costs
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+Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon
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+European option pricing with transaction costs and stochastic volatility: an asymptotic analysis
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+Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs
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+Finite Horizon Optimal Investment and Consumption with Transaction Costs
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+Portfolio Selection with Transaction Costs
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+European Option Pricing with Transaction Costs
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+FROM THE IMPLIED VOLATILITY SKEW TO A ROBUST CORRECTION TO BLACK-SCHOLES AMERICAN OPTION PRICES
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+Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
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+PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS
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+Transaction costs, trading volume, and the liquidity premium
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+Balancing Small Transaction Costs with Loss of Optimal Allocation in Dynamic Stock Trading Strategies
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+Portfolio Choice with Transaction Costs: A User’s Guide
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+Asymptotic analysis of optimal investment and consumption with transaction costs.
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+PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT
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+THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS
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+OPTION PRICING AND HEDGING WITH SMALL TRANSACTION COSTS
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+Portfolio selection with transactions costs
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+Optimal investment and consumption with transaction costs
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+Homogenization and Asymptotics for Small Transaction Costs
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+On the investment-uncertainty relationship in a real option model with stochastic volatility
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+An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
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