Market models under transaction costs (duality theory, pricing, and hedging for market models under transaction costs: semimartingales and beyond)

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Primary Data

Project Acronym Projekt Kurzbezeichnung
FAM: Duality
 
Project Title (de) Projekttitel (de)
Market models under transaction costs (duality theory, pricing, and hedging for market models under transaction costs: semimartingales and beyond)
 
Project Title (en) Projekttitel (en)
Market models under transaction costs (duality theory, pricing, and hedging for market models under transaction costs: semimartingales and beyond)
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 

Grants

Funder/Funding Agency Fördergeber
FWF Fonds zur Förderung der wissenschaftlichen Forschung (FWF)
Grant number Förderkennnummer
P19456
 

Publications

Results 21-23 of 23 (Search time: 0.005 seconds).

PreviewAuthor(s)TitleTypeIssue Date
21Schachermayer, Walter Finance and Stochastics - A Mutually Fruitful RelationshipPräsentation Presentation2007
22Schachermayer, Walter Arbitrage theory and transaction costs - Semi-Martingales and beyondPräsentation Presentation2007
23Carassus, Laurence ; Rasonyi, Miklos Convergence of utility indifference prices to the superreplication priceArtikel Article2006