EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS (Q2746235): Difference between revisions

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+Q3929443
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+Risk sensitive asset management with transaction costs
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+HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH<sup>1</sup><sup>2</sup>
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+Portfolio Selection with Transaction Costs
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+European Option Pricing with Transaction Costs
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+Optimal Impulse Control of Portfolios
@@ Property / cites work: Optimal Impulse Control of Portfolios / rank @@
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+Impulse control of portfolios with jumps and transaction costs
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+Martingales and arbitage in securities markets with transaction costs
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+Q4368791
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+Normal rank
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+Portfolio optimisation with strictly positive transaction costs and impulse control
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+Q4004190
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+Normal rank
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+Portfolio selection with transactions costs
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+Simulations of transaction costs and optimal rehedging
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+A selection theorem for optimization problems
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+An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
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