2

Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime Switching

Année:
2017
Langue:
english
Fichier:
PDF, 533 KB
english, 2017
4

Asymptotic replication with modified volatility under small transaction costs

Année:
2016
Langue:
english
Fichier:
PDF, 1.94 MB
english, 2016
5

Asymptotic optimal tracking: feedback strategies

Année:
2017
Langue:
english
Fichier:
PDF, 2.03 MB
english, 2017