Pages that link to "Item:Q703140"
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The following pages link to Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach. (Q703140):
Displaying 4 items.
- Discrete-time delta hedging and the Black-Scholes model with transaction costs (Q857949) (← links)
- A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
- Continuous-time mean-variance portfolios: a comparison (Q2868909) (← links)
- Optimal portfolio policies under fixed and proportional transaction costs (Q3417911) (← links)
