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OPTIMAL CONSUMPTION AND INVESTMENT FOR A LARGE INVESTOR: AN INTENSITY-BASED CONTROL FRAMEWORK [0.03%]
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The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time [0.03%]
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DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME-SWITCHING [0.03%]
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Correction: Pricing Options with Curved Boundaries (Mathematical Finance 1992, 2, 275–297) [0.03%]
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A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES [0.03%]
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