Works matching IS 09492984 AND DT 1999 AND VI 3 AND IP 2
Results: 7
Optimal trading of a security when there are taxes and transaction costs.
- Published in:
- Finance & Stochastics, 1999, v. 3, n. 2, p. 137, doi. 10.1007/s007800050055
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- Article
A generalization of the mutual fund theorem.
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- Finance & Stochastics, 1999, v. 3, n. 2, p. 167, doi. 10.1007/s007800050056
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- Article
Exploding hedging errors for digital options.
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- Finance & Stochastics, 1999, v. 3, n. 2, p. 187, doi. 10.1007/s007800050057
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- Article
Complete markets with discontinuous security price.
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- Finance & Stochastics, 1999, v. 3, n. 2, p. 203, doi. 10.1007/s007800050058
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- Article
A short term interest rate model.
- Published in:
- Finance & Stochastics, 1999, v. 3, n. 2, p. 215, doi. 10.1007/s007800050059
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- Article
Optimal stopping for a diffusion with jumps.
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- Finance & Stochastics, 1999, v. 3, n. 2, p. 227, doi. 10.1007/s007800050060
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- Article
Hedging and liquidation under transaction costs in currency markets.
- Published in:
- Finance & Stochastics, 1999, v. 3, n. 2, p. 237, doi. 10.1007/s007800050061
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- Article