Anders Damgaard

From MaRDI portal
Person:951454

Available identifiers

zbMath Open damgaard.andersMaRDI QIDQ951454

List of research outcomes





PublicationDate of PublicationType
Computation of reservation prices of options with proportional transaction costs2008-11-25Paper
Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good2008-10-24Paper
Utility based option evaluation with proportional transaction costs2003-01-21Paper
Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach2002-11-19Paper

Research outcomes over time

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