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1
Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10001367012
Saved in:
2
Hedging and liquidation under transaction costs in currency markets
Kabanov, Yuri M.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 237-248
Persistent link: https://www.econbiz.de/10001367370
Saved in:
3
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
4
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Kōnstantinidēs, Giōrgos
;
Zariphopoulou-Souganidis, …
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10001389116
Saved in:
5
On Leland's strategy of option pricing with transactions costs
Kabanov, Jurij M.
- In:
Finance and stochastics
1
(
1997
)
3
,
pp. 239-250
Persistent link: https://www.econbiz.de/10001224220
Saved in:
6
Option pricing with transaction costs and a nonlinear Black-Scholes equation
Barles, Guy
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 369-397
Persistent link: https://www.econbiz.de/10001247135
Saved in:
7
Portfolio optimisation with strictly positive transaction costs and impulse control
Korn, Ralf
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 85-114
Persistent link: https://www.econbiz.de/10001235411
Saved in:
8
Multi-portfolio time consistency for set-valued convex and coherent risk measures
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 67-107
Persistent link: https://www.econbiz.de/10011417030
Saved in:
9
Fragility of arbitrage and bubbles in local martingale diffusion models
Guasoni, Paolo
;
Rásonyi, Miklós
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
Saved in:
10
Asymptotics for fixed transaction costs
Altarovici, Albert Michael
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 363-414
Persistent link: https://www.econbiz.de/10011418150
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