Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by XIAOTIE DENG
Dynamic Arbitrage-Free Asset Pricing With Proportional Transaction Costs
Mathematical Finance
Finance
Applied Mathematics
Economics
Econometrics
Accounting
Social Sciences
Related publications
Arbitrage-Free Bond Pricing With Dynamic Macroeconomic Models
The Fundamental Theorem of Asset Pricing Under Transaction Costs
Finance and Stochastics
Uncertainty
Statistics
Finance
Probability
Transaction Costs and Asset Prices: A Dynamic Equilibrium Model
Review of Financial Studies
Accounting
Economics
Econometrics
Finance
Log-Optimal Portfolio-Selection Strategies With Proportional Transaction Costs
Machine Learning for Financial Engineering
Monetary Dynamics With Proportional Transaction Costs and Fixed Payment Periods
A Multi-Asset Investment and Consumption Problem With Transaction Costs
Finance and Stochastics
Uncertainty
Statistics
Finance
Probability
Dynamic Trading With Predictable Returns and Transaction Costs
SSRN Electronic Journal
A Note on Utility-Based Pricing in Models With Transaction Costs
Mathematics and Financial Economics
Uncertainty
Statistics
Finance
Probability
Asian Option Pricing With Monotonous Transaction Costs Under Fractional Brownian Motion
Journal of Applied Mathematics
Applied Mathematics