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On the game interpretation of a shadow price process in utility maximization problems under transaction costs
Rochlin, Dmitri B. - In: Finance and stochastics 17 (2013) 4, pp. 819-839
Persistent link: https://www.econbiz.de/10010190873
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On the existence of shadow prices
Benedetti, Giuseppe; Campi, Luciano; Kallsen, Jan; … - In: Finance and stochastics 17 (2013) 4, pp. 801-818
Persistent link: https://www.econbiz.de/10010190874
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Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel; Pliska, Stanley R. - In: Finance and stochastics 3 (1999) 2, pp. 137-165
Persistent link: https://www.econbiz.de/10001367012
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Hedging and liquidation under transaction costs in currency markets
Kabanov, Yuri M. - In: Finance and stochastics 3 (1999) 2, pp. 237-248
Persistent link: https://www.econbiz.de/10001367370
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A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša; Pham, Huyên; Touzi, Nizar - In: Finance and stochastics 3 (1999) 1, pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
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Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Kōnstantinidēs, Giōrgos; Zariphopoulou-Souganidis, … - In: Finance and stochastics 3 (1999) 3, pp. 345-369
Persistent link: https://www.econbiz.de/10001389116
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Price controls and rent dissipation with endogenous transaction costs
Deacon, Robert T. - In: The American economic review 81 (1991) 5, pp. 1361-1373
Persistent link: https://www.econbiz.de/10001115570
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The strategic value of flexibility : reducing the ability to compromise
Kulatilaka, Nalin - In: The American economic review 78 (1988) 3, pp. 575-580
Persistent link: https://www.econbiz.de/10001047271
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Union wage rigidity : the default settings of labor law
Wachter, Michael L. - In: The American economic review 76 (1986) 2, pp. 240-244
Persistent link: https://www.econbiz.de/10001010835
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A theory of inefficient intrafirm transactions
Rotemberg, Julio - In: The American economic review 81 (1991) 1, pp. 191-209
Persistent link: https://www.econbiz.de/10001104506