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   In: Mathematical Finance.
   RePEc:bla:mathfi:v:31:y:2021:i:1:p:3-35.

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2. Optimal Investment, Demand and Arbitrage under Price Impact. (2018). Anthropelos, Michail ; Robertson, Scott ; Spiliopoulos, Konstantinos.
   In: Papers.
   RePEc:arx:papers:1804.09151.

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   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83.

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2. Simple Bounds for Transaction Costs. (2022). Bouchard, Bruno ; Muhle-Karbe, Johannes.
   In: Post-Print.
   RePEc:hal:journl:hal-01711371.

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3. Simple bounds for utility maximization with small transaction costs. (2022). Muhle-Karbe, Johannes ; Bouchard, Bruno.
   In: Stochastic Processes and their Applications.
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4. Fractal Dimension Option Hedging Strategy Implementation During Turbulent Market Conditions in Developing and Developed Countries. (2022). Dickason-Koekemoer, Zandri ; Ferreira-Schenk, Sune ; Basson, LJ.
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2022-02-9.

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5. Simple Bounds for Utility Maximization with Small Transaction Costs. (2021). Muhle-Karbe, Johannes ; Bouchard, Bruno.
   In: Papers.
   RePEc:arx:papers:1802.06120.

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   In: International Journal of Financial Engineering (IJFE).
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7. Optimal liquidation of financial derivatives. (2020). Chen, Jingnan.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319300662.

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8. Simple Bounds for Transaction Costs. (2018). Muhle-Karbe, Johannes ; Bouchard, Bruno.
   In: Working Papers.
   RePEc:hal:wpaper:hal-01711371.

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9. Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility. (2018). Zeng, Yan ; Shen, Yang ; Li, Danping.
   In: Insurance: Mathematics and Economics.
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10. Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. (2018). Yang, Zhou ; Chen, Zheng ; Zeng, Yan ; Li, Danping.
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11. Optimal Investment, Demand and Arbitrage under Price Impact. (2018). Anthropelos, Michail ; Robertson, Scott ; Spiliopoulos, Konstantinos.
    In: Papers.
    RePEc:arx:papers:1804.09151.

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13. Quantile Hedging in a Semi-Static Market with Model Uncertainty. (2017). Bayraktar, Erhan ; Wang, GU.
    In: Papers.
    RePEc:arx:papers:1408.4848.

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14. A NOTE ON UTILITY INDIFFERENCE PRICING. (2016). Gerer, Johannes ; Dorfleitner, Gregor.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
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15. Impact of risk aversion and belief heterogeneity on trading of defaultable claims. (2016). Leung, Tim ; Kim, Jinbeom.
    In: Annals of Operations Research.
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16. The pricing of contingent claims and optimal positions in asymptotically complete markets. (2016). Anthropelos, Michail ; Robertson, Scott ; Spiliopoulos, Konstantinos.
    In: Papers.
    RePEc:arx:papers:1509.06210.

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17. Indifference pricing for Contingent Claims: Large Deviations Effects. (2016). Robertson, Scott ; Spiliopoulos, Konstantinos.
    In: Papers.
    RePEc:arx:papers:1410.0384.

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18. MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING. (2015). Lim, Thomas ; Kharroubi, Idris ; Chevalier, Etienne ; Blanchet-Scalliet, Christophette.
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19. Optimal investment and price dependence in a semi-static market. (2015). Siorpaes, Pietro.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:19:y:2015:i:1:p:161-187.

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20. Optimal Derivative Liquidation Timing Under Path-Dependent Risk Penalties. (2015). Shirai, Yoshihiro ; Leung, Tim.
    In: Papers.
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21. The best gain-loss ratio is a poor performance measure. (2012). Biagini, Sara ; Pinar, Mustafa.
    In: Papers.
    RePEc:arx:papers:1209.6439.

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22. Optimal static-dynamic hedges for exotic options under convex risk measures. (2009). Sircar, Ronnie ; Jonsson, Mattias ; Ilhan, Ayta .
    In: Stochastic Processes and their Applications.
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23. On Agents Agreement and Partial-Equilibrium Pricing in Incomplete Markets. (2008). Anthropelos, Michail ; Zitkovic, Gordan.
    In: Papers.
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24. Dynamic consumption and asset allocation with derivative securities. (2007). Ku, Yuan-Hung Hsu.
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