Pages that link to "Item:Q1872364"
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The following pages link to Optimal investment with transaction costs and without semimartingales (Q1872364):
Displayed 4 items.
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096) (← links)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (Q5455263) (← links)