Authors:
Guasoni, Paolo
Rásonyi, Miklós
Schachermayer, Walter
Citation: Guasoni, Paolo et al., Consistent price systems and face-lifting pricing under transaction costs, Annals of applied probability , 18(2), 2008, pp. 491-520
Citation: Guasoni, Paolo, Optimal investment with transaction costs and without semimartingales, Annals of applied probability , 12(4), 2002, pp. 1227-1246
Citation: Guasoni, Paolo et Rásonyi, Miklós, Hedging, arbitrage and optimality with superlinear frictions, Annals of applied probability , 25(4), 2015, pp. 2066-2095