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~person:"Feodoria, Mark-Roman"
~type_genre:"Conference paper"
~type_genre:"Hochschulschrift"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Sammlung"
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Feodoria, Mark-Roman
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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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
Almost surely optimal portfolios under proportional
transaction
costs
Feodoria, Mark-Roman
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 303-312)
.
2016
Persistent link: https://www.econbiz.de/10011800383
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