Option pricing under residual risk and imperfect hedging (Q2338861): Difference between revisions

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@@ Property / DOI @@
-.1016/j.jmaa.2014.01.060
@@ Property / DOI: 10.1016/j.jmaa.2014.01.060 / rank @@
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+W1984009353
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+The pricing of options and corporate liabilities
@@ Property / cites work: The pricing of options and corporate liabilities / rank @@
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@@ Property / cites work @@
+Optimal delta-hedging under transactions costs
@@ Property / cites work: Optimal delta-hedging under transactions costs / rank @@
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@@ Property / cites work @@
+Delta hedging strategies comparison
@@ Property / cites work: Delta hedging strategies comparison / rank @@
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+Q4367302
@@ Property / cites work: Q4367302 / rank @@
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@@ Property / cites work @@
+Introduction to Econophysics
@@ Property / cites work: Introduction to Econophysics / rank @@
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@@ Property / cites work @@
+Discrete-time delta hedging and the Black-Scholes model with transaction costs
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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@@ Property / cites work @@
+Hedged Monte-Carlo: low variance derivative pricing with objective probabilities
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@@ Property / cites work @@
+Scaling and universality in economics: empirical results and theoretical interpretation
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@@ Property / cites work @@
+The Framing of Decisions and the Psychology of Choice
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@@ Property / DOI @@
+.1016/J.JMAA.2014.01.060
@@ Property / DOI: 10.1016/J.JMAA.2014.01.060 / rank @@
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+Option Pricing Under Incompleteness and Stochastic Volatility
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+On Minimizing Risk in Incomplete Markets Option Pricing Models
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+Option Pricing in the Presence of Uncertainty
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+Pricing and hedging option under portfolio constrained
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+Hedging options in the incomplete market with stochastic volatility
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+Option pricing bounds with standard risk aversion preferences
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+American option pricing with imprecise risk-neutral probabilities
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