Some contributions to financial market modelling with transaction costs
Year of publication: |
2014
|
---|---|
Authors: | Tran, Quoc Tuan |
Other Persons: | Lepinette, Emmanuel (contributor) |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Coûts de transaction | Couverture approximative | Sur-réplication | Consommation-investissement optimale | Maximisation de l’utilité | Contrainte de risque | Transactionc costs | Approximate hedging | Super-replication | Non arbitrage pricing theory | Optimal consumption-investment | Utility maximization | Expected loss constraint |
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