The following pages link to Imen Bentahar (Q877725):
Displaying 5 items.
- Explicit characterization of the super-replication strategy in financial markets with partial transaction costs (Q877726) (← links)
- The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes (Q3525937) (← links)
- Merton Problem with Taxes: Characterization, Computation, and Approximation (Q3563697) (← links)
- Barrier Option Hedging under Constraints: A Viscosity Approach (Q3593019) (← links)
- VECTOR-VALUED COHERENT RISK MEASURE PROCESSES (Q4979884) (← links)
