Works matching IS 09492984 AND DT 1998 AND VI 2 AND IP 2
Results: 5
Portfolio optimisation with strictly positive transaction costs and impulse control.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 2, p. 85, doi. 10.1007/s007800050034
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- Publication type:
- Article
Perfect option hedging for a large trader.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 2, p. 115, doi. 10.1007/s007800050035
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- Article
Asymptotic arbitrage in large financial markets.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 2, p. 143, doi. 10.1007/s007800050036
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- Article
Mean-variance hedging for continuous processes: New proofs and examples.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 2, p. 173, doi. 10.1007/s007800050037
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- Publication type:
- Article
Volatility of the short rate in the rational lognormal model.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 2, p. 199, doi. 10.1007/s007800050038
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- Article