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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
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Explicit representations for utility indifference prices
Hess, Markus - In: Applied mathematical finance 28 (2021) 1, pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
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Indifference fee rate for variable annuities
Chevalier, Etienne; Lim, Thomas; Romero, Ricardo Romo - In: Applied mathematical finance 23 (2016) 3/4, pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
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Mean-field game strategies for optimal execution
Huang, Xuancheng; Jaimungal, Sebastian; Nourian, Mojtaba - In: Applied mathematical finance 26 (2019) 2, pp. 153-185
Persistent link: https://www.econbiz.de/10012210268