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Asymptotic replication with modified volatility under small transaction costs
Cai, Jiatu; Fukasawa, Masaaki - In: Finance and stochastics 20 (2016) 2, pp. 381-431
Persistent link: https://www.econbiz.de/10011471177
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Optimal execution of multiasset block orders under stochastic liquidity
Makimoto, Naoki; Sugihara, Yoshihiko - 2010
Persistent link: https://www.econbiz.de/10008748180
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Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten - 2004
Persistent link: https://www.econbiz.de/10002122262
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Exchange rate volatility and international trade : a general equilibrium analysis
Sercu, Piet (contributor); Uppal, Raman (contributor) - 1998 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777045
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Stochastic dominance bounds on derivatives price in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos; Perrakis, Stylianos - In: Journal of economic dynamics & control 26 (2002) 7/8, pp. 1323-1352
Persistent link: https://www.econbiz.de/10001656093
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Should stochastic volatility matter to the cost-constrained investor
Weiner, Scott M. - In: Mathematical finance : an international journal of … 14 (2004) 1, pp. 131-139
Persistent link: https://www.econbiz.de/10001917816
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Nominal rigidities, monetary policy and exchange rates in a small open economy
Jung, Yongseung - In: Journal of macroeconomics 22 (2000) 4, pp. 541-580
Persistent link: https://www.econbiz.de/10001525339
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Essays on exchange rate volatility and on regional integration
Wei, Shang-jin - 1992
Persistent link: https://www.econbiz.de/10000908842
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The pricing of options in a financial market model with transaction costs and uncertain volatility
Dokučaev, Nikolaj G.; Savkin, Andrey V. - In: Journal of multinational financial management 8 (1998) 2, pp. 353-364
Persistent link: https://www.econbiz.de/10001339134
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Trading volumes and transaction costs in the foreign exchange market : evidence from daily dollar-yen spot data
Hartmann, Philipp - In: Journal of banking & finance 23 (1999) 5, pp. 801-824
Persistent link: https://www.econbiz.de/10001379071