Martin Smaga

MathSciNet


Ph.D. Technische Universität Kaiserslautern and Technische Universität Kaiserslautern 2012 Germany Germany
Dissertation: Utility-based proof for the existence of strictly consistent price processes under proportional transaction costs

Advisor 1: Jörn Saß
Advisor 2: Walter Schachermayer

Ph.D. Technische Universität Kaiserslautern and Technische Universität Kaiserslautern 2012 Germany Germany
Dissertation: Utility-based proof for the existence of strictly consistent price processes under proportional transaction costs

Advisor 1: Jörn Saß
Advisor 2: Walter Schachermayer

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