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~isPartOf:"Working Papers / HAL"
~person:"Benedetti, Giuseppe"
~person:"Porte, Vincent"
~subject:"Utility-based pricing"
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Utility-based pricing
Cyclic anticomonotonicity
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Benedetti, Giuseppe
Porte, Vincent
Campi, Luciano
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Multivariate utility maximization with proportional
transaction
costs
and random endowment
Benedetti, Giuseppe
;
Campi, Luciano
-
HAL
-
2011
(and time varying) constraints (particularly suited to model a currency market with proportional
transaction
costs
). In …
Persistent link: https://www.econbiz.de/10009643221
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