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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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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. 137-166
Persistent link: https://www.econbiz.de/10008218079
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Utility maximization in incomplete markets with random endowment
Cvitanic, Jaksa; Schachermayer, Walter; Wang, Hui - In: Finance and stochastics 5 (2001) 2, pp. 259
Persistent link: https://www.econbiz.de/10008217147
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On dynamic measures of risk
Cvitanic, Jaksa; Karatzas, Ioannis - In: Finance and stochastics 3 (1999) 4, pp. 451-482
Persistent link: https://www.econbiz.de/10008218045
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A closed-form solution to the problem of super-replication under transaction costs
Cvitanic, Jaksa; Pham, Huyên; Touzi, Nizar - In: Finance and stochastics 3 (1999) 1, pp. 35-54
Persistent link: https://www.econbiz.de/10008218083