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~person:"Bouchard, Bruno"
~person:"Hamel, Andreas"
~person:"Kardaras, Constantinos"
~person:"Ž̌̌̌̌̌̌̌itković, Gordan"
~subject:"Martingale"
~type_genre:"Non-commercial literature"
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Bouchard, Bruno
Hamel, Andreas
Kardaras, Constantinos
Ž̌̌̌̌̌̌̌itković, Gordan
Platen, Eckhard
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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On financial markets where only buy-and-hold trading is possible
Kardaras, Constantinos
;
Platen, Eckhard
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2008
Persistent link: https://www.econbiz.de/10003856783
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2
Multiplicative approximation of wealth processes involving no-short-sale strategies
Kardaras, Constantinos
;
Platen, Eckhard
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2008
Persistent link: https://www.econbiz.de/10003857179
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A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548990
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