Items where Author is "Benedetti, Giuseppe"

Number of items: 3.
  • Multivariate utility maximization with proportional transaction costs and random endowment. Benedetti, Giuseppe; Campi, Luciano
  • On the existence of shadow prices. Benedetti, Giuseppe; Campi, Luciano; Kallsen, Jan; Muhle-Karbe, Johannes
  • Utility indifference valuation for non-smooth payoffs with an application to power derivatives. Benedetti, Giuseppe; Campi, Luciano