𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Utility Maximization Trading Two Futures with Transaction Costs

✍ Scribed by Bichuch, Maxim; Shreve, Steven


Book ID
120622553
Publisher
Society for Industrial and Applied Mathematics
Year
2013
Tongue
English
Weight
750 KB
Volume
4
Category
Article
ISSN
1945-497X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Futures trading, transaction costs, and
✍ B. Wade Brorsen πŸ“‚ Article πŸ“… 1991 πŸ› John Wiley and Sons 🌐 English βš– 689 KB

## Introduction he controversy created by "Black Monday" and the recent stock market crash Many of the proposals to deal with the perceived increased volatility' are actually proposals to increase market frictions by increasing transaction costs, increasing margins, limiting arbitrage, or banning