Pages that link to "Item:Q516361"
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The following pages link to Asymptotic theory of transaction costs (Q516361):
Displaying 10 items.
- Coase theorem, complexity and transaction costs (Q996376) (← links)
- Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs (Q1691449) (← links)
- Asset price bubbles in markets with transaction costs (Q2085833) (← links)
- Extended weak convergence and utility maximisation with proportional transaction costs (Q2211348) (← links)
- Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051) (← links)
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
- Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios (Q5013831) (← links)
- Expected vs. real transaction costs in European option pricing (Q6105350) (← links)
