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ARTICLES - Hedging under Transaction Costs in Currency Markets: A Continuous-Time Model
Kabanov, Yuri M.; Last, Günter - In: Mathematical finance : an international journal of … 12 (2002) 1, pp. 63-70
Persistent link: https://www.econbiz.de/10008216480
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ARTICLES - On the Optimal Portfolio for the Exponential Utility Maximization: Remarks to the Six-Author
Kabanov, Yuri M.; Stricker, Christophe - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 125-134
Persistent link: https://www.econbiz.de/10008216392
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ARTICLES - Heading under Transaction Costs in Currency Markets: A Discrete-Time Model
Delbean, Freddy; Kabanov, Yuri M.; Valkeila, Esko - In: Mathematical finance : an international journal of … 12 (2002) 1, pp. 45-62
Persistent link: https://www.econbiz.de/10008216481