Results 141 to 150 of about 1,591 (177)

<i>CSMD1</i> as a causative gene of developmental and epileptic encephalopathy and generalized epilepsies. [PDF]

open access: yesGenes Dis
Zhang W   +9 more
europepmc   +1 more source

Mechanism of hydrophobic gating in the acetylcholine receptor channel pore. [PDF]

open access: yesJ Gen Physiol
Kumari M   +6 more
europepmc   +1 more source

PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL

open access: yesMathematical Finance, 1995
We examine the Morton and Pliska (1993) model for the optimal management of a portfolio when there are transaction costs proportional to a fixed fraction of the portfolio value. We analyze this model in the realistic case of small transaction costs by conducting a perturbation analysis about the no‐transaction‐cost solution.
Atkinson, C., Wilmott, P.
exaly   +4 more sources

The Harrison–Pliska arbitrage pricing theorem under transaction costs

Journal of Mathematical Economics, 2001
This paper proposes another approach, a geometric formalism involving polyhedral and dual cones, to derive an arbitrage pricing theorem with a finite-time setting with a finite probability space, extending thereby the seminal result of \textit{J. M. Harrison} and \textit{S. R. Pliska} [Stochastic Processes Appl.
Kabanov, Yu. M., Stricker, Ch.
exaly   +2 more sources

Reply from Fauchère and Pliska

Trends in Biochemical Sciences, 1986
V Pliska
exaly   +2 more sources

Home - About - Disclaimer - Privacy