Items where Author is "Benedetti, Giuseppe"

Item Type No Grouping

Article

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