Pages that link to "Item:Q1776603"
From MaRDI portal
The following pages link to Hedging American contingent claims with constrained portfolios under proportional transaction costs (Q1776603):
Displaying 9 items.
- An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
- The application of backward stochastic differential equation with stopping time in hedging American contingent claims (Q603497) (← links)
- Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs (Q1039118) (← links)
- Hedging American contingent claims with constrained portfolios under a higher interest rate for borrowing (Q1771800) (← links)
- Hedging American contingent claims with arbitrage costs (Q2482406) (← links)
- On the pricing of American contingent claims under transaction costs and multiple risky assets (Q2482527) (← links)
- Pricing of American contingent claims with jump stock price and constrained portfolios (Q2757529) (← links)
- Arbitrage-free interval of American contingent claims under proportional transaction cost (Q2937937) (← links)
- (Q3367848) (← links)
