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Mathematics and financial economics
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From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
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A note on utility-based pricing in models with transaction costs
Davis, Mark H. A.
;
Yoshikawa, Daisuke
- In:
Mathematics and financial economics
9
(
2015
)
3
,
pp. 231-245
Persistent link: https://www.econbiz.de/10011350249
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2
A note on utility-based pricing
Davis, Mark H. A.
;
Yoshikawa, Daisuke
- In:
Mathematics and financial economics
9
(
2015
)
3
,
pp. 215-230
Persistent link: https://www.econbiz.de/10011350250
Saved in:
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