Dr. Paolo Muratore-Ginanneschi Profile

Dr. Paolo Muratore-Ginanneschi

at Univ of Helsinki

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Publications (1)

Proceedings Article | 23 May 2005 Paper

Optimal investment strategies and hedging of derivatives in the presence of transaction costs

Paolo Muratore-Ginanneschi

Proceedings Volume 5848, (2005) https://doi.org/10.1117/12.619358

KEYWORDS: Stochastic processes, Mathematical modeling, Differential equations, Diffusion, Computer programming, Mathematics, Statistical modeling, Optimization (mathematics), Information theory, Control systems

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