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~isPartOf:"Finance and stochastics"
~person:"Ankirchner, Stefan"
~person:"Lépinette, Emmanuel"
~subject:"Konferenz"
~subject:"Risiko"
~subject:"Theory"
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Ankirchner, Stefan
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Finance and stochastics
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Approximate hedging for nonlinear transaction costs on the volume of traded assets
Elie, Romuald
;
Lépinette, Emmanuel
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 541-581
Persistent link: https://www.econbiz.de/10011418291
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2
Consumption-investment problem with transaction costs for Lévy-driven price processes
Vallière, Dimitri De
;
Kabanov, Jurij M.
;
Lépinette, …
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 705-740
Persistent link: https://www.econbiz.de/10011531437
Saved in:
3
Cross hedging with stochastic correlation
Ankirchner, Stefan
;
Heyne, Gregor
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 17-43
Persistent link: https://www.econbiz.de/10009423259
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