Selected Entire List   Andersen, Erling Dalgaard  Chief Scientist   EKA Consulting  Attebovej 26  Vissenbjerg 5492  Denmark  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Andersen, Erling Dalgaard's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 0 Total Citations 0 Papers (1) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Utility Based Option Pricing with Proportional Transaction Costs and Diversification Problems: An Interior-Point Optimization Approach | Show Abstract Hide Abstract | Applied Numerical Mathematics, Vol. 29, 1999 Accepted Paper Series Andersen, Erling Dalgaard EKA Consulting Damgaard, Anders University of Southern Denmark Posted: 03 Nov 00   stochastic programming, transaction costs, Records 1 - 1 of 1 matches [ 1 ]

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