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Atkinson, Colin
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Natural gas-fired power plants valuation and optimization under Lévy copulas and regime switching
Safarov, Nemat
;
Atkinson, Colin
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011686797
Saved in:
2
Portfolio selection in discrete time with transaction costs and power utility function : a perturbation analysis
Quek, Gary
;
Atkinson, Colin
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 77-111
Persistent link: https://www.econbiz.de/10011746994
Saved in:
3
Pricing a European basket option in the presence of proportional transaction costs
Atkinson, Colin
;
Alexandropoulos, C. A.
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 191-214
Persistent link: https://www.econbiz.de/10003383647
Saved in:
4
The effect of correlation and transaction costs on the pricing of basket options
Atkinson, Colin
;
Ingpochai, P.
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 131-179
Persistent link: https://www.econbiz.de/10009561237
Saved in:
5
Dynamic portfolio optimization in discrete-time with transaction costs
Atkinson, Colin
;
Quek, Gary
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 265-298
Persistent link: https://www.econbiz.de/10009710973
Saved in:
6
Building an optimal portfolio in discrete time in the presence of transaction costs
Atkinson, Colin
;
Storey, Emmeline
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 323-357
Persistent link: https://www.econbiz.de/10008653253
Saved in:
7
Multi-asset portfolio optimization with transaction cost
Atkinson, Colin
;
Mokkhavesa, S.
- In:
Applied mathematical finance
11
(
2004
)
2
,
pp. 95-123
Persistent link: https://www.econbiz.de/10002085489
Saved in:
8
A possible way of estimating options with stable distributed underlying asset prices
Tsibiridi, C.
;
Atkinson, Colin
- In:
Applied mathematical finance
11
(
2004
)
1
,
pp. 51-75
Persistent link: https://www.econbiz.de/10002001538
Saved in:
9
Intertemporal portfolio optimization with small transaction costs and stochastic variance
Atkinson, Colin
;
Mokkhavesa, S.
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 267-302
Persistent link: https://www.econbiz.de/10001864221
Saved in:
10
Towards the determination of utility preference from optimal portfolio selections
Atkinson, Colin
;
Mokkhavesa, Sutee
- In:
Applied mathematical finance
8
(
2001
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001625413
Saved in:
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