Optimal Portfolios and Pricing of Financial Derivatives Under Proportional Transaction Costs

Author(s):  
Jörn Sass ◽  
Manfred Schäl
2021 ◽  
Vol 12 (4) ◽  
pp. SC115-SC125
Author(s):  
Erhan Bayraktar ◽  
Christoph Czichowsky ◽  
Leonid Dolinskyi ◽  
Yan Dolinsky

2014 ◽  
Vol 18 (2) ◽  
pp. 327-347 ◽  
Author(s):  
Yan Dolinsky ◽  
H. Mete Soner

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