On portfolio optimization and indifference pricing with small transaction costs: rigorous proofs based on duality
Jan Kallsen, Video: On portfolio optimization and indifference pricing with small transaction costs: rigorous proofs based on duality
Jan Kallsen, Video: On portfolio optimization and indifference pricing with small transaction costs: rigorous proofs based on duality
Jan Kallsen, On portfolio optimization and indifference pricing with small transaction costs: rigorous proofs based on duality, Mathematical Finance: Arbitrage and Portfolio Optimization , BIRS, BIRS talk, 14w5116, math, mathematics, video
