OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q5483508): Difference between revisions

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+Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility
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+Q4356582
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+HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH<sup>1</sup><sup>2</sup>
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+On optimal terminal wealth under transaction costs
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+European Option Pricing with Transaction Costs
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+Q4032143
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+Hedging and liquidation under transaction costs in currency markets
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+Ecole d'ete de probabilites de Saint-Flour III - 1973. Edite par A. Badrikian et P.-L. Hennequin
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+Q5533735
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+Optimal investment and consumption with transaction costs
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+There is no nontrivial hedging portfolio for option pricing with transaction costs
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+Diffusion processes with boundary conditions
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+https://doi.org/10.1142/s021902490600369x
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+W2083474639
@@ Property / OpenAlex ID: W2083474639 / rank @@
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