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Chau, Huy N.
Kabanov, Jurij M.
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Robust utility maximisation in markets with transaction costs
Chau, Huy N.
;
Rásonyi, Miklós
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 677-696
Persistent link: https://www.econbiz.de/10012023760
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2
Super-replication with transaction costs under model uncertainty for continuous processes
Chau, Huy N.
;
Fukasawa, Masaaki
;
Rásonyi, Miklós
- In:
Mathematical finance : an international journal of …
32
(
2022
)
4
,
pp. 1066-1085
Persistent link: https://www.econbiz.de/10013463388
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