Pages that link to "Item:Q1396958"

The following pages link to Pricing of the American option in discrete time under proportional transaction costs (Q1396958):

Displaying 10 items.

• American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
• On the hedging of American options in discrete time markets with proportional transaction costs (Q850362) (← links)
• American contingent claims under small proportional transaction costs (Q861832) (← links)
• American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
• Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
• Randomized stopping times and American option pricing with transaction costs (Q2707162) (← links)
• Arbitrage-free interval of American contingent claims under proportional transaction cost (Q2937937) (← links)
• Hedging of the European option in discrete time under transaction costs depending on time (Q3561058) (← links)
• Optimality of the replicating strategy for American options (Q4522955) (← links)
• ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS (Q5411397) (← links)