Shadow prices, fractional Brownian motion, \nand portfolio optimisation under transaction costs Article Author(s) Christoph Johannes Czichowsky, Rémi Peyre, Walter Schachermayer, Junjian Yang Shadow prices for continuous processes Article Author(s) Christoph Czichowsky, Walter Schachermayer, Junjian Yang Portfolio optimisation beyond semimartingales: shadowprices and fractional Brownian motion Article Author(s) Christoph Czichowsky, Walter Schachermayer Duality theory for portfolio optimisation under transaction costs Article Author(s) Christoph Czichowsky, Walter Schachermayer More research Browser does not support script. Browser does not support script. Browser does not support script. Browser does not support script. Browser does not support script. Browser does not support script.
Shadow prices for continuous processes Article Author(s) Christoph Czichowsky, Walter Schachermayer, Junjian Yang Portfolio optimisation beyond semimartingales: shadowprices and fractional Brownian motion Article Author(s) Christoph Czichowsky, Walter Schachermayer Duality theory for portfolio optimisation under transaction costs Article Author(s) Christoph Czichowsky, Walter Schachermayer More research
Portfolio optimisation beyond semimartingales: shadowprices and fractional Brownian motion Article Author(s) Christoph Czichowsky, Walter Schachermayer Duality theory for portfolio optimisation under transaction costs Article Author(s) Christoph Czichowsky, Walter Schachermayer More research
Duality theory for portfolio optimisation under transaction costs Article Author(s) Christoph Czichowsky, Walter Schachermayer More research