Pages that link to "Item:Q1421067"
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The following pages link to Mean-variance hedging for pricing European-type contingent claims with transaction costs. (Q1421067):
Displaying 4 items.
- The writing price of a European contingent claim under proportional transaction costs (Q1340717) (← links)
- The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788) (← links)
- CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS (Q4634641) (← links)
- (Q5325329) (← links)