Pages that link to "Item:Q4595367"

The following pages link to Optimal Portfolios and Pricing of Financial Derivatives Under Proportional Transaction Costs (Q4595367):

Displaying 7 items.

• Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. (Q1605429) (← links)
• Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095) (← links)
• Efficient portfolios in financial markets with proportional transaction costs (Q2392017) (← links)
• On the density of properly maximal claims in financial markets with transaction costs (Q2455063) (← links)
• Bounds on derivative prices in an intertemporal setting with proportional transaction costs and multiple securities (Q2757317) (← links)
• Optimal Execution of Derivatives: A Taylor Expansion Approach (Q4593606) (← links)
• Supporting Prices in a Stochastic von Neumann--Gale Model of a Financial Market (Q5216289) (← links)