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» Optimal consumption policies in illiquid markets
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FS
2011
95views more  FS 2011»
13 years 2 months ago
Optimal consumption policies in illiquid markets
Alessandra Cretarola, Fausto Gozzi, Huyên Ph...
ANOR
2005
83views more  ANOR 2005»
13 years 7 months ago
Optimal Consumption Portfolio and No-Arbitrage with Nonproportional Transaction Costs
In this paper we consider a finite-state financial market with non-proportional transaction cost and bid-ask spreads. The transaction cost consists of two parts: a fixed cost and a...
Xiuli Chao, K. K. Lai, Shouyang Wang, Mei Yu
MICRO
2005
IEEE
170views Hardware» more  MICRO 2005»
14 years 29 days ago
The TM3270 Media-Processor
We present the TM3270 media-processor, the latest TriMedia VLIW processor, tuned to address the performance demands of standard definition video processing, combined with embedded...
Jan-Willem van de Waerdt, Stamatis Vassiliadis, Sa...