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~isPartOf:"Finance and stochastics"
~isPartOf:"The quarterly journal of finance"
~person:"Fukasawa, Masaaki"
~subject:"Investmentfonds"
~subject:"Transaction costs"
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Fukasawa, Masaaki
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Finance and stochastics
The quarterly journal of finance
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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Equilibrium returns with transaction costs
Bouchard, Bruno
;
Fukasawa, Masaaki
;
Herdegen, Martin
; …
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 569-601
Persistent link: https://www.econbiz.de/10011945871
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2
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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