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Super-replication under proportional transaction costs : from discrete to continuous-time models
Touzi, Nizar - In: Mathematical methods of operations research 50 (1999) 2, pp. 297-320
Persistent link: https://www.econbiz.de/10001428812
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Valuation of power plants by utility indifference and numerical computation
Porchet, Arnaud; Touzi, Nizar; Warin, Xavier - In: Mathematical methods of operations research 70 (2009) 1, pp. 47-75
Persistent link: https://www.econbiz.de/10003881242
Cover Image
Super-replication under proportional transaction costs: From discrete to continuous-time models
Touzi, Nizar - In: Mathematical methods of operations research 50 (1999) 2, pp. 297-320
Persistent link: https://www.econbiz.de/10006626462
Cover Image
Valuation of power plants by utility indifference and numerical computation
Porchet, Arnaud; Touzi, Nizar; Warin, Xavier - In: Mathematical methods of operations research 70 (2009) 1, pp. 47-76
Persistent link: https://www.econbiz.de/10008281470