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Hedging under transaction costs in currency markets: a discrete-time model
Delbaen, Freddy; Kabanov, Jurij M.; Valkeila, Esko - In: Mathematical finance : an international journal of … 12 (2002) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10001686163
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Hedging under transaction costs in currency markets: a continuous-time model
Kabanov, Jurij M.; Last, Günter - In: Mathematical finance : an international journal of … 12 (2002) 1, pp. 63-70
Persistent link: https://www.econbiz.de/10001686166
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A geometric approach to portfolio optimization in models with transaction costs
Kabanov, Jurij M.; Klüppelberg, Claudia - In: Finance and stochastics 8 (2004) 2, pp. 207-227
Persistent link: https://www.econbiz.de/10002012544
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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