Utility maximization on the real line under proportional transaction costs

Utility maximization on the real line under proportional transaction costs

Bouchard, Bruno, (2002)

No-arbitrage in discrete-time markets with proportional transaction costs and general information structure

Bouchard, Bruno, (2006)

Explicit characterization of the super-replication strategy in financial markets with partial transaction costs

Bentahar, Imen, (2005)