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Limit theorems for partial hedging under transaction costs
Dolinsky, Yan - In: Mathematical finance : an international journal of … 24 (2014) 3, pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
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Do prices reveal the presence of informed trading?
Collin-Dufresne, Pierre; Fos, Vyacheslav - In: The journal of finance : the journal of the American … 70 (2015) 4, pp. 1555-1582
Persistent link: https://www.econbiz.de/10011449063
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Transaction costs payment for environmental service contracts
Peterson, Jeffrey M.; Smith, Craig M.; Leatherman, John C. - In: American journal of agricultural economics 97 (2015) 1, pp. 219-238
Persistent link: https://www.econbiz.de/10011294234
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Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.; Cascos, Ignacio - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
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Spatial patterns of market participation and resource extraction : fuelwood collection in Northern Uganda
Miteva, Daniela A.; Kramer, Randall A.; Brown, Zachary S.; … - In: American journal of agricultural economics 99 (2017) 4, pp. 1008-1026
Persistent link: https://www.econbiz.de/10011946513
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Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo; Muhle-Karbe, Johannes - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
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Option pricing and hedging with small transaction costs
Kallsen, Jan; Muhle-Karbe, Johannes - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
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No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.; Cialenco, Igor; Rodriguez, Rodrigo - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
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The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan; Muhle-Karbe, Johannes - In: Mathematical finance : an international journal of … 27 (2017) 3, pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
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Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen; Pergamenshchikov, Serguei - In: Mathematical finance : an international journal of … 27 (2017) 3, pp. 832-865
Persistent link: https://www.econbiz.de/10011764979