This decommissioned ERA site remains active temporarily to support our final migration steps to https://ualberta.scholaris.ca, ERA's new home. All new collections and items, including Spring 2025 theses, are at that site. For assistance, please contact erahelp@ualberta.ca.
Search
Skip to Search Results
Filter
Subject / Keyword
Item type
Author / Creator / Contributor
Year
Collections
Languages
-
Market with transaction costs: optimal shadow state-price densities and exponential utility maximization
DownloadFall 2009
This thesis discusses the financial market model with proportional transaction costs considered in Cvitanic and Karatzas (1996) (hereafter we use CK (1996)). For a modified dual problem introduced by Choulli (2009), I discuss solutions under weaker conditions than those of CK (1996), and...
1 - 1 of 1