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~isPartOf:"Finance and stochastics"
~isPartOf:"The quarterly journal of finance"
~person:"Hobson, David G."
~person:"Pennanen, Teemu"
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Hobson, David G.
Pennanen, Teemu
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7
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Finance and stochastics
The quarterly journal of finance
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Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
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A multi-asset investment and consumption problem with transaction costs
Hobson, David G.
;
Tse, Alex S. L.
;
Zhu, Yeqi
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 641-676
Persistent link: https://www.econbiz.de/10012023758
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2
Convex duality in optimal investment and contingent claim valuation in illiquid markets
Pennanen, Teemu
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 733-771
Persistent link: https://www.econbiz.de/10011946560
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3
Optimal investment and contingent claim valuation in illiquid markets
Pennanen, Teemu
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 733-754
Persistent link: https://www.econbiz.de/10010413679
Saved in:
4
Arbitrage and deflators in illiquid markets
Pennanen, Teemu
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 57-83
Persistent link: https://www.econbiz.de/10008824135
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