Pages that link to "Item:Q1265770"

The following pages link to Option pricing with transaction costs and a nonlinear Black-Scholes equation (Q1265770):

Displaying 33 items.

• Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
• Bond indifference prices (Q5014252) (← links)
• Asynchronous time-parallel method based on Laplace transform (Q5031239) (← links)
• Solution of the HJB Equations Involved in Utility-Based Pricing (Q5038268) (← links)
• Group Analysis of the Guéant and Pu Model of Option Pricing and Hedging (Q5050881) (← links)
• Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)
• Quantification of risk in classical models of finance (Q5068069) (← links)
• Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method (Q5078137) (← links)
• Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
• AN EMPIRICAL ANALYSIS OF OPTION PRICING WITH SHORT SELL BANS (Q5088798) (← links)
• (Q5153837) (← links)
• Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)
• (Q5217718) (← links)
• Numerical solutions of Black-Scholes integro-differential equations with convergence analysis (Q5229826) (← links)
• On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) (← links)
• Deep hedging (Q5234357) (← links)
• ACCELERATED SHARE REPURCHASE: PRICING AND EXECUTION STRATEGY (Q5256838) (← links)
• Computation of Delta Greek for Non-linear Models in Mathematical Finance (Q5274981) (← links)
• General indifference pricing with small transaction costs (Q5278183) (← links)
• OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT (Q5283404) (← links)
• A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
• Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (Q5315457) (← links)
• Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility (Q5715905) (← links)
• Moving boundary transformation for American call options with transaction cost: finite difference methods and computing (Q5737869) (← links)
• Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
• Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
• Black and Scholes pricing and markets with transaction costs: An example (Q5957685) (← links)
• Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations (Q6055837) (← links)
• A Leland model for delta hedging in central risk books (Q6146669) (← links)
• Nonlocal equations with gradient constraints (Q6176104) (← links)
• On linear-autonomous symmetries of Guéant-Pu fractional model (Q6553594) (← links)
• Reconstructing unknown coefficients of stochastic differential equations and intelligently predicting random processes with directed learning (Q6572943) (← links)
• Optimal liquidation with high risk aversion and small linear price impact (Q6581912) (← links)