1

A lattice algorithm for pricing moving average barrier options

Year:
2010
Language:
english
File:
PDF, 217 KB
english, 2010
2

Portfolio Choice with Market Closure and Implications for Liquidity Premia

Year:
2015
Language:
english
File:
PDF, 445 KB
english, 2015
5

Finite Horizon Optimal Investment and Consumption with Transaction Costs

Year:
2007
Language:
english
File:
PDF, 254 KB
english, 2007