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 | Up a level |
Cheng, Long, Yang, Junjian, Chen, Xuewu, Cao, Mengqiu, Zhou, Hang and Sun, Yu (2020) How could the station-based bike sharing system and the free-floating bike sharing system be coordinated? Journal of Transport Geography, 89. ISSN 0966-6923
Czichowsky, Christoph Johannes 
ORCID: 0000-0002-3513-6843, Peyre, Rémi, Schachermayer, Walter and Yang, Junjian
(2018)
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs.
Finance and Stochastics, 22 (1).
pp. 161-180.
ISSN 0949-2984
Czichowsky, Christoph ORCID: 0000-0002-3513-6843, Schachermayer, Walter and Yang, Junjian
(2017)
Shadow prices for continuous processes.
Mathematical Finance, 27 (3).
pp. 623-658.
ISSN 0960-1627
