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                             8 results found
no title author magazine year volume issue page(s) type
1 Drift dependence of optimal trade execution strategies under transient price impact Lorenz, Christopher
 2013
 17 4 p. 743-770
 article
2 Mean-variance hedging with oil futures Wang, Liao
 2013
 17 4 p. 641-683
 article
3 Multilevel dual approach for pricing American style derivatives Belomestny, Denis
 2013
 17 4 p. 717-742
 article
4 On the existence of shadow prices Benedetti, Giuseppe
 2012
 17 4 p. 801-818
 article
5 On the game interpretation of a shadow price process in utility maximization problems under transaction costs Rokhlin, Dmitry B.
 2013
 17 4 p. 819-838
 article
6 Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing Leung, Tim
 2013
 17 4 p. 839-870
 article
7 Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model Cherny, Vladimir
 2013
 17 4 p. 771-800
 article
8 Variation and share-weighted variation swaps on time-changed Lévy processes Carr, Peter
 2013
 17 4 p. 685-716
 article
                             8 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands