Pages that link to "Item:Q1296601"

The following pages link to Option replication with transaction costs: general diffusion limits (Q1296601):

Displaying 13 items.

• Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
• Efficient option replication in the presence of transactions costs (Q375322) (← links)
• Option replication with large transactions costs (Q1283705) (← links)
• Limit theorem for Leland's strategy (Q1425487) (← links)
• Structuring an option to facilitate replication with transaction costs (Q1676613) (← links)
• Limit theorem on option replication cost with transaction costs (Q1894626) (← links)
• A TRANSACTION COST CONVERGENCE RESULT FOR GENERAL HEDGING STRATEGIES (Q2746224) (← links)
• EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
• Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
• APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS (Q5283405) (← links)
• An endogenous volatility approach to pricing and hedging call options with transaction costs (Q5397412) (← links)
• A note on convergence of an approximate hedging portfolio with liquidity risk (Q5421590) (← links)
• Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)