On optimal terminal wealth under transaction costs

By Jakša Cvitanić, Hui Wang. 2001

52 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/5ea44159aa15589865a4592898e19b553060fb34

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. T. Li
2. Robert Almgren
3. Torsten Schoeneborn
4. Peter Kratz

In Finance

1. T. Li
2. Robert Almgren
3. Torsten Schoeneborn
4. Peter Kratz

In Management Science and Operations Research

1. T. Li
2. Robert Almgren

Citations in the corpus

• Option Hedging with Smooth Market Impact (2016, methodology): “Our paper is more closely linked to these using a utility-based framework [Cvitanić and Wang, 2001].”