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A possible way of estimating options with stable distributed underlying asset prices
Tsibiridi, C.; Atkinson, Colin - In: Applied mathematical finance 11 (2004) 1, pp. 51-75
Persistent link: https://www.econbiz.de/10002001538
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A possible way of estimating options with stable distributed underlying asset prices
Tsibiridi, C.; Atkinson, C. - In: Applied mathematical finance 11 (2004) 1, pp. 51-76
Persistent link: https://www.econbiz.de/10008214797
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Pricing a European basket option in the presence of proportional transaction costs
Atkinson, Colin; Alexandropoulos, C. A. - In: Applied mathematical finance 13 (2006) 3, pp. 191-214
Persistent link: https://www.econbiz.de/10003383647
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Building an optimal portfolio in discrete time in the presence of transaction costs
Atkinson, Colin; Storey, Emmeline - In: Applied mathematical finance 17 (2010) 3/4, pp. 323-357
Persistent link: https://www.econbiz.de/10008653253
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Dynamic portfolio optimization in discrete-time with transaction costs
Atkinson, Colin; Quek, Gary - In: Applied mathematical finance 19 (2012) 3/4, pp. 265-298
Persistent link: https://www.econbiz.de/10009710973
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The effect of correlation and transaction costs on the pricing of basket options
Atkinson, Colin; Ingpochai, P. - In: Applied mathematical finance 19 (2012) 1/2, pp. 131-179
Persistent link: https://www.econbiz.de/10009561237
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Multi-asset portfolio optimization with transaction cost
Atkinson, Colin; Mokkhavesa, S. - In: Applied mathematical finance 11 (2004) 2, pp. 95-123
Persistent link: https://www.econbiz.de/10002085489
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Towards the determination of utility preference from optimal portfolio selections
Atkinson, Colin; Mokkhavesa, Sutee - In: Applied mathematical finance 8 (2001) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10001625413
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Intertemporal portfolio optimization with small transaction costs and stochastic variance
Atkinson, Colin; Mokkhavesa, S. - In: Applied mathematical finance 10 (2003) 4, pp. 267-302
Persistent link: https://www.econbiz.de/10001864221
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On an investment-consumption model with transaction costs : an asymptotic analysis
Atkinson, Colin - In: Applied mathematical finance 4 (1997) 2, pp. 109-133
Persistent link: https://www.econbiz.de/10001226695