//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Sass, Jörn"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"CRR model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CRR model
2
Markov control processes
2
Portfolio optimization
2
Transaction costs
2
Utility maximization
2
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Language
All
Undetermined
2
Author
All
Sass, Jörn
Chen, Jim
2
Change, Anthony
1
Chen, Anthony W.
1
Costabile, Massimo
1
Greiner, Wolfgang
1
Gruber, Walter
1
Hahn, Ronny
1
Hellstern, Gerhard
1
Hofmann, Bernd
1
Hofmann, Christoph
1
Hois, Gabriele
1
Jörn Saß
1
Lee, Cheng
1
Manns, Thorsten
1
Massabo, Ivar
1
Reitz, Stefan
1
Russo, Emilio
1
Schmiedel, Jana
1
Stickelmann, Karsten
1
Talponen, Jarno
1
Tinyakova, V. I.
1
Turunen, Minna
1
Tzeng, Gwo-Hshiung
1
Wang, Shin-Yun
1
Webers, Wilhelm
1
Wehn, Carsten
1
more ...
less ...
Published in...
All
Computational Statistics
1
Mathematical Methods of Operations Research
1
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio optimization under transaction costs in the
CRR
model
Sass, Jörn
- In:
Computational Statistics
61
(
2005
)
2
,
pp. 239-259
In the
CRR
model
we introduce a transaction cost structure which covers piecewise proportional, fixed and constant …
Persistent link: https://www.econbiz.de/10010759341
Saved in:
2
Portfolio optimization under transaction costs in the
CRR
model
Sass, Jörn
- In:
Mathematical Methods of Operations Research
61
(
2005
)
2
,
pp. 239-259
In the
CRR
model
we introduce a transaction cost structure which covers piecewise proportional, fixed and constant …
Persistent link: https://www.econbiz.de/10010999748
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->