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Atkinson, C.
8
Mokkhavesa, S.
2
Al-Ali, B.
1
Alexandropoulos, C.A.
1
Alvarez, M.J.
1
Ingpochai, P.
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Tsibiridi, C.
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Applied mathematical finance
6
European journal of operational research : EJOR
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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OLC EcoSci
ECONIS (ZBW)
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1
The Effect of Correlation and Transaction Costs on the Pricing of Basket Options
Atkinson, C.
;
Ingpochai, P.
- In:
Applied mathematical finance
19
(
2012
)
2
,
pp. 131-180
Persistent link: https://www.econbiz.de/10009843501
Saved in:
2
Pricing a European Basket Option in the Presence of Proportional Transaction Costs
Atkinson, C.
;
Alexandropoulos, C.A.
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 191-214
Persistent link: https://www.econbiz.de/10008222271
Saved in:
3
Multi-asset portfolio optimization with transaction cost
Atkinson, C.
;
Mokkhavesa, S.
- In:
Applied mathematical finance
11
(
2004
)
2
,
pp. 95-124
Persistent link: https://www.econbiz.de/10008214711
Saved in:
4
A possible way of estimating options with stable distributed underlying asset prices
Tsibiridi, C.
;
Atkinson, C.
- In:
Applied mathematical finance
11
(
2004
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10008214797
Saved in:
5
Intertemporal portfolio optimization with small transaction costs and stochastic variance
Atkinson, C.
;
Mokkhavesa, S.
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 267-302
Persistent link: https://www.econbiz.de/10008215116
Saved in:
6
The influence of perceived stock value price histories in the mean-variance-instability model
Atkinson, C.
;
Alvarez, M.J.
- In:
European journal of operational research : EJOR
128
(
2001
)
1
,
pp. 185-191
Persistent link: https://www.econbiz.de/10006660409
Saved in:
7
On an investment-consumption model with transaction costs: An asymptotic analysis
Atkinson, C.
;
Al-Ali, B.
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 109
Persistent link: https://www.econbiz.de/10008219567
Saved in:
8
Portfolio Management with Transaction Costs: An Asymptotic Analysis of the Morton and Pliska model
Atkinson, C.
;
Wilmott, P.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 357-368
Persistent link: https://www.econbiz.de/10008223455
Saved in:
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