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1
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:
2
Bounds on derivative prices in an intertemporal setting with proportional transaction costs and multiple securities
Kōnstantinidēs, Giōrgos
;
Zariphopoulou-Souganidis, …
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 331-346
Persistent link: https://www.econbiz.de/10001651163
Saved in:
3
American options, multi-armed bandits and optimal consumption plans : a unifying view
Bank, Peter
(
contributor
);
Föllmer, Hans
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001917057
Saved in:
4
Heterogenous preferences and the representative investor
Niehaus, Frank
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001885000
Saved in:
5
Substitution, risk aversion, taste shocks and equity premia
Normandin, Michel
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 265-281
Persistent link: https://www.econbiz.de/10001244201
Saved in:
6
Comparing consumption-based asset-pricing models
Gordon, Stephen F.
;
Samson, Lucie
- In:
The Canadian journal of economics
35
(
2002
)
3
,
pp. 586-610
Persistent link: https://www.econbiz.de/10001697229
Saved in:
7
Intertemporal surplus management
Rudolf, Markus
;
Ziemba, William T.
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 975-990
Persistent link: https://www.econbiz.de/10001856036
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8
Essays on consumption and expected returns
Yogo, Motohiro
-
2004
Persistent link: https://www.econbiz.de/10003387664
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9
Endogenous determination of exchange rate process : an intertemporal two-country model
Schöbel, Rainer
-
1999
Persistent link: https://www.econbiz.de/10013268704
Saved in:
10
American options, multi-armed bandits, and optimal consumption plans : a unifying view
Bank, Peter
;
Föllmer, Hans
- In:
Paris Princeton lectures on mathematical finance
1
(
2002
),
pp. 1-42
Persistent link: https://www.econbiz.de/10009357107
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