Items where Author is "Babaei, Esmaeil"
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Babaei, Esmaeil ORCID: https://orcid.org/0000-0002-1607-2338 (2024) On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends. Mathematical Methods of Operations Research. ISSN 1432-2994
Babaei, Esmaeil ORCID: https://orcid.org/0000-0002-1607-2338 (2024) Asset pricing and hedging in financial markets with fixed and proportional transaction costs. Annals of Finance, 20 (2). pp. 259-275. ISSN 1614-2446