Pages that link to "Item:Q1928878"

The following pages link to Futures trading with transaction costs (Q1928878):

Displaying 12 items.

• Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188) (← links)
• Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
• Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
• Scaling limits of processes with fast nonlinear mean reversion (Q1986011) (← links)
• An explicit formula for the Skorokhod map on \([0,a]\) (Q2456026) (← links)
• Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
• Utility maximization trading two futures with transaction costs (Q2873119) (← links)
• Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
• General indifference pricing with small transaction costs (Q5278183) (← links)
• THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS (Q5283400) (← links)
• Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
• Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)