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Market with transaction costs optimal shadow state-price densities and exponential utility maximization /

Thesis (M.S.)--University of Alberta, 2009. / "Fall 2009." At head of title: University of Alberta. "A thesis submitted to the Faculty of Graduate Studies and Research in partial fulfillment of the requirements for the degree of Master of Science in mathematical finance-- thesis based, Dept. of Mathematical and Statistical Science." Title from pdf file main screen (viewed on July 15, 2009).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/425917735
Date January 1900
CreatorsNakatsu, Hitoshi.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish

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