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~language:"eng"
~person:"Kallsen, Jan"
~subject:"Außenwirtschaftstheorie"
~subject:"Betriebswirtschaftslehre"
~subject:"Transaction costs"
~type_genre:"Bibliografie enthalten"
~type_genre:"Hochschulschrift"
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Außenwirtschaftstheorie
Betriebswirtschaftslehre
Transaction costs
Portfolio selection
2
Portfolio-Management
2
Transaktionskosten
2
American options
1
Bewertung
1
Derivat
1
Derivative
1
Evaluation
1
Financial economics
1
Financial market
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Finanzmarkt
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Fixed transaction costs
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Hedging
1
Kapitalmarkttheorie
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Mathematical programming
1
Mathematische Optimierung
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Nutzenmaximierung
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Optimal investment and pricing
1
Option pricing theory
1
Option trading
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Optionsgeschäft
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Optionspreistheorie
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Pertubation
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Search theory
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Stochastic process
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Stochastischer Prozess
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Suchtheorie
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Theorie
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Theory
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Utility maximization
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Volatility
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Volatilität
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approximate hedging
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approximate pricing
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asymptotic expansions
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duality
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exponential Lévy models
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optimal stopping
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optimization methods for option pricing
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Bibliografie enthalten
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Kallsen, Jan
Appleyard, Dennis R.
6
Field, Alfred J.
6
Chipman, John Somerset
5
Agénor, Pierre-Richard
4
Montiel, Peter
4
Tower, Edward
4
Cobb, Steven L.
3
Gandolfo, Giancarlo
3
Benz, Sebastian
2
Brakman, Steven
2
Choi, Eun Kwan
2
Choi, Nakgyoon
2
El-Agraa, Ali M.
2
Feenstra, Robert C.
2
Frenkel, Jacob A.
2
Gaitanides, Michael
2
Gibson, Cristina B.
2
Golowko, Nina
2
Greenaway, David
2
Harrigan, James
2
Heid, Benedikt
2
Heiland, Inga
2
Hoon, Hian Teck
2
Humphrey, Thomas MacGillivray
2
Johns, Richard Anthony
2
Jones, Ronald Winthrop
2
Kirkman, Bradley L.
2
Konrad, Thomas S.
2
Laitenberger, Marta
2
Langner, Sabine J.
2
Lowe, Kevin B.
2
Maurer, Ralf
2
Razin, Asaf
2
Sass, Jörn
2
Sgro, Pasquale M.
2
Abadeer, Adel SZ
1
Abebe, Teshome
1
Adam, Dietrich
1
Agrawal, Nisha
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Christian-Albrechts-Universität zu Kiel
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ECONIS (ZBW)
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Optimal investment and utility indifference pricing in the presence of small fixed transaction costs
Feodoria, Mark-Roman
-
2016
Persistent link: https://www.econbiz.de/10012388607
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2
On using shadow prices for the asymptotic analysis of portfolio optimization under proportional transaction costs
Ahrens, Lia
-
2015
Persistent link: https://www.econbiz.de/10011305815
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