Narrow search
Showing 1 - 2 of 2
Cover Image
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Yuri M.; Stricker, Christophe - In: Mathematical Finance 12 (2002) 2, pp. 125-134
Persistent link: https://www.econbiz.de/10005139684
Cover Image
Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model
DELBAEN, FREDDY; KABANOV, YURI M.; VALKEILA, ESKO - In: Mathematical Finance 12 (2002) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10005193369