The following pages link to Anders Damgaard (Q951454):
Displaying 4 items.
- Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good (Q951456) (← links)
- Computation of reservation prices of options with proportional transaction costs (Q956510) (← links)
- Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach (Q1294549) (← links)
- Utility based option evaluation with proportional transaction costs (Q1853219) (← links)
