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Asset pricing and hedging in financial markets with transaction costs : an approach based on the von Neumann-Gale model
Dempster, Michael A. H.; Evstigneev, Igor V.; Taksar, M. I. - In: Annals of finance 2 (2006) 4, pp. 327-355
Persistent link: https://www.econbiz.de/10003379686
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Long term spread option valuation and hedging
Dempster, Michael A. H.; Medova, Elena; Tang, Ke - In: Journal of banking & finance 32 (2008) 12, pp. 2530-2540
Persistent link: https://www.econbiz.de/10003795773
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Asset pricing and hedging in financial markets with transaction costs : an approach based on the von Neumann-Gale model
Dempster, Michael A. H. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003187224
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Commodities
Dempster, Michael A. H. (ed.); Tang, Ke (ed.) - 2016
Persistent link: https://www.econbiz.de/10011375305
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Bond flotation with exotic commodity collateral
Dempster, Michael A. H. - In: Quantitative finance 20 (2020) 12, pp. 1903-1925
Persistent link: https://www.econbiz.de/10012313526