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Transaction risk, derivative assets, and equilibrium
Cao, H. Henry; Ye, Dongyan - In: The quarterly journal of finance 6 (2016) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10011452334
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Portfolio selection with transaction costs and jump-diffusion asset dynamics I : a numerical solution
Czerwonko, Michal; Perrakis, Stylianos - In: The quarterly journal of finance 6 (2016) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10011585411
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Portfolio selection with transaction costs and jump-diffusion asset dynamics II : economic implications
Czerwonko, Michal; Perrakis, Stylianos - In: The quarterly journal of finance 6 (2016) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10011585413
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Transaction costs and option prices
Perrakis, Stylianos - In: Risk and decision analysis 6 (2017) 3, pp. 241-248
Persistent link: https://www.econbiz.de/10011925091