Pages that link to "Item:Q1042722"

The following pages link to Option hedging theory under transaction costs (Q1042722):

Displaying 10 items.

• Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
• Optimal delta-hedging under transactions costs (Q1391437) (← links)
• On option pricing in binomial market with transaction costs (Q1776033) (← links)
• Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
• Hedging of American options under transaction costs (Q2271728) (← links)
• (Q3371932) (← links)
• An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs (Q4354434) (← links)
• Path-dependent options and transaction costs (Q4698069) (← links)
• (Q5153837) (← links)
• Hedging Options with Transaction Costs (Q5297392) (← links)