Anders Damgaard

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Computation of reservation prices of options with proportional transaction costs Journal of Economic Dynamics and Control	2008-11-25	Paper
Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good Journal of Economic Dynamics and Control	2008-10-24	Paper
Utility based option evaluation with proportional transaction costs Journal of Economic Dynamics and Control	2003-01-21	Paper
Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach Applied Numerical Mathematics	2002-11-19	Paper

Research outcomes over time

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