经济学 >>> 世界经济学 >>> 国际贸易学 >>>
搜索结果: 1-3 共查到国际贸易学 transaction costs相关记录3条 . 查询时间(0.015 秒)
We consider the problem of portfolio selection, with transaction costs and constraints on exposure to risk. Linear transaction costs, bounds on the variance of the return, and bounds on different shor...
Explicit robust hedging strategies for convex or concave payoffs under a continuous semimartingale model with uncertainty and small transaction costs are constructed. In an asymptotic sense, the upper...
We study the problem of super-replication for game options under proportional transaction costs. We consider a multidimensional model which is an extension of the usual Black-Scholes (BS) model, in th...

中国研究生教育排行榜-

正在加载...

中国学术期刊排行榜-

正在加载...

世界大学科研机构排行榜-

正在加载...

中国大学排行榜-

正在加载...

人 物-

正在加载...

课 件-

正在加载...

视听资料-

正在加载...

研招资料 -

正在加载...

知识要闻-

正在加载...

国际动态-

正在加载...

会议中心-

正在加载...

学术指南-

正在加载...

学术站点-

正在加载...