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5 research outputs found
Log-robust portfolio management after transaction costs
Author
B Kawas
C Edirsinghe
+10 more
D Bertsimas
D Bertsimas
E Jouini
G Gennotte
H Liu
MS Lobo
Navid Sabbaghi
NR Patel
RA Korajczyk
Yuntaek Pae
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Pricing European Options in Markets With Transaction Costs
Author
Bernard Bensaid
Bernard Dumas
+14 more
Chanaka Edirsinghe
Fischer Black
George Constantinides
H Soner
Hayne Leland
Jak?a Cvitani�ccvitani�c
Lamberton Damien
Les Clewlow
Mark Davis
Mark Davis
Phelim Boyle
Stepan Sahakyan
Stewart
Vahe Sahakyan
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
American Contingent Claims with Physical Delivery under Small Proportional Transaction Costs
Author
B Bensaid
C Edirsinghe
+26 more
E Jouini
E Jouini
F Mercurio
F Ortu
H M Soner
H Shirakawa
J C Dermody
J Cvitani�ccvitani�c
J Cvitani�ccvitani�c
K Palmer
K Tokarz
K Tokarz
L Stettner
M Koci�nskikoci�nski
M Rutkowski
N Touzi
P Boyle
P Chalasani
P Jakubenas
P.-F Koehl
R C Merton
S Kusuoka
S Levental
S Perrakis
Tomasz Zastawniak
V Naik
Publication venue
'Elsevier BV'
Publication date
01/01/2004
Field of study
No full text
Crossref
Option Prices and Costly Short-Selling
Author
Adam C Kolasinski
Adam V Reed
+62 more
Adem Atmaz
Boehmer
Broadie
Bruce D Grundy
Bruno Biais
Chanaka Edirsinghe
D&apos
Darrell Duffie
Darrell Duffie
Darrell Duffie
Darrell Duffie
Darrell Duffie
David Easley
David Easley
Dmitriy Muravyev
Eli Ofek
Fischer Black
Francesco Trebbi
Gurdip Bakshi
Hans R Stoll
Hayne E Leland
Hendrik Bessembinder
Itamar Drechsler
Jack Bao
Jens Dick-Nielsen
Jesse A Blocher
Jianfeng Hu
Josef Lakonishok
Karl B Diether
Kecskes
Lawrance R Glosten
Lawrence E Harris
Lin
Mads Jensen
Marco Avellaneda
Mark B Garman
Mark Broadie
Markus Leippold
Mel Jameson
Myron Scholes
Nicolae G�rleanu
Nicolas P B Bollen
Owen A Lamont
Pedro A C Saffi
Phelim P Boyle
Richard B Evans
Robert Battalio
Robert C Merton
Robert C Merton
Robert Geske
Robert L Mcdonald
Samuel G Hanson
Steven L Heston
Suleyman Basak
Suleyman Basak
Thomas Ho
Travis L Johnson
Vladimir Piterbarg
Wujiang Lou
Yaacov Z Bergman
Yakov Amihud
Young-Hye Cho
Publication venue
'Elsevier BV'
Publication date
01/01/2017
Field of study
No full text
Crossref
Efficient projected gradient methods for cardinality constrained optimization
Author
A Beck
A Goldstein
+41 more
A Kyrillidis
B Natarajan
C Edirsinghe
D Bertsekas
D Donoho
D Donoho
D Needell
E G Birgin
E G Birgin
F Xu
Fengmin Xu
H Zhang
I Daubechies
J Barzilai
J Beasley
J Beasley
J Tropp
K Muller
L Grippo
L L Pan
M Patriksson
M Raydan
M S Bazaraa
P Torrubiano
S Bahmani
S Foucart
S Mallat
T Blumensath
W Dai
X Yuan
X Yuan
Y Fang
Y H Dai
Y H Dai
Y H Dai
Y H Dai
Yuhong Dai
Z Xu
Z Zhao
Zhihu Zhao
Zongben Xu
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref