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1. 1. Option pricing with transaction costs

   University essay from KTH/Matematik (Inst.)

   Author : Gilles Nisol; [2012]
   Keywords : ;

   Abstract : Portfolio optimization is an important field of research within financial engineering. The aim of the optimization is to fins what is the best strategy for an investor when choosing how to allocate their money between a bank account and a constant number of risky assets. READ MORE