Pages that link to "Item:Q4354434"
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The following pages link to An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs (Q4354434):
Displaying 23 items.
- Option Pricing with Transaction Costs and Stochastic Interest Rate (Q4586314) (← links)
- Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon (Q4596857) (← links)
- Performance of utility-based strategies for hedging basis risk (Q4610231) (← links)
- Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506) (← links)
- High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation (Q4812335) (← links)
- Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
- KrigHedge: Gaussian Process Surrogates for Delta Hedging (Q5093245) (← links)
- The play operator, the truncated variation and the generalisation of the Jordan decomposition (Q5178132) (← links)
- Deep hedging (Q5234357) (← links)
- Dynamic option hedging with transaction costs: A stochastic model predictive control approach (Q5241794) (← links)
- American option valuation in a stochastic volatility model with transaction costs (Q5265796) (← links)
- Optimal Consumption and Investment with Fixed and Proportional Transaction Costs (Q5266527) (← links)
- General indifference pricing with small transaction costs (Q5278183) (← links)
- THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS (Q5283400) (← links)
- Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (Q5315457) (← links)
- PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS (Q5389100) (← links)
- On American Derivatives and Related Obstacle Problems (Q5696869) (← links)
- OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)
- Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)
- Expected vs. real transaction costs in European option pricing (Q6105350) (← links)
- Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)
- Robust Risk-Aware Option Hedging (Q6490769) (← links)
- Rational hedging with a diversity of implied volatilities (Q6643152) (← links)
