Optimal Portfolios and Pricing of Financial Derivatives Under Proportional Transaction Costs
2010 ◽
Vol 13
(3)
◽
pp. 1-31
◽
Keyword(s):
2007 ◽
Vol 31
(7)
◽
pp. 2168-2195
◽
2008 ◽
Vol 106
(2)
◽
pp. 199-228
◽
1999 ◽
Vol 50
(2)
◽
pp. 297-320
◽
Keyword(s):
2014 ◽
Vol 18
(2)
◽
pp. 327-347
◽