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Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.; Pliska, Stanley R. - In: Finance and stochastics 4 (2000) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001486618
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An optimal consumption model with stochastic volatility
Fleming, Wendell Helms; Hernández-Hernández, Daniel - In: Finance and stochastics 7 (2003) 2, pp. 245-262
Persistent link: https://www.econbiz.de/10001762755
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An optimal consumption model with stochastic volatility
Fleming, Wendell H.; Hernández-Hernández, Daniel - In: Finance and stochastics 7 (2003) 2, pp. 245-262
Persistent link: https://www.econbiz.de/10008215827
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Hedging of a credit default swaption in the CIR default intensity model
Bielecki, Tomasz R.; Jeanblanc, Monique; Rutkowski, Marek - In: Finance and stochastics 15 (2011) 3, pp. 541-572
Persistent link: https://www.econbiz.de/10009303111
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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
Cover Image
Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.; Pliska, Stanley R. - In: Finance and stochastics 4 (2000) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10008217592
Cover Image
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