Pages that link to "Item:Q1340717"
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The following pages link to The writing price of a European contingent claim under proportional transaction costs (Q1340717):
Displaying 15 items.
- Pricing and hedging in the presence of extraneous risks (Q885263) (← links)
- European option pricing and hedging with both fixed and proportional transaction costs (Q956487) (← links)
- On reset option pricing in binomial market with both fixed and proportional transaction costs (Q990579) (← links)
- Optimal trading strategy for European options with transaction costs. (Q1399565) (← links)
- Option pricing by large risk aversion utility under transaction costs (Q1601359) (← links)
- Bounds on process of contingent claims in an intertemporal economy with proportional transaction costs and general preferences (Q1966383) (← links)
- Utility-indifference pricing of European options with proportional transaction costs (Q2033077) (← links)
- Event risk, contingent claims and the temporal resolution of uncertainty (Q2257042) (← links)
- Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095) (← links)
- A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
- Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051) (← links)
- EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS (Q2746235) (← links)
- Indifference Pricing in a Market with Transaction Costs and Jumps (Q4626491) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
