Pages that link to "Item:Q2343095"
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The following pages link to Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095):
Displaying 7 items.
- How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
- Price systems constructed by optimal dynamic portfolios. (Q1403171) (← links)
- Utility based option evaluation with proportional transaction costs (Q1853219) (← links)
- Efficient portfolios in financial markets with proportional transaction costs (Q2392017) (← links)
- Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
- Optimal Portfolios and Pricing of Financial Derivatives Under Proportional Transaction Costs (Q4595367) (← links)
- Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations (Q6576843) (← links)