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Search: subject:"Transaktionskosten"
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ECONIS (ZBW)
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Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno
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2000
Persistent link: https://www.econbiz.de/10001548982
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2
A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548990
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3
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
-
1998
Persistent link: https://www.econbiz.de/10000993493
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4
Price functionals with bid-ask spreads : an axiomatic approach
Jouini, Elyès
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1997
Persistent link: https://www.econbiz.de/10000956287
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5
Un modèle discret et stochastique d'investissement avec une application aux coûts de transaction
Carassus, Laurence
;
Jouini, Elyès
-
1997
Persistent link: https://www.econbiz.de/10000980468
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6
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
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7
A dynamic model of the liquidity premium
Koehl, Pierre-François
-
1995
Persistent link: https://www.econbiz.de/10000927787
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