Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach

From MaRDI portal

(Redirected from Publication:1294549)

Jump to:navigation, search

WRNING: Page is not linked to a MaRDI-Entity. Please add Sitelink / Wikibase-link.

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Utility_based_option_pricing_with_proportional_transaction_costs_and_diversification_problems:_An_interior-point_optimization_approach&oldid=70087686"