Pages that link to "Item:Q2033077"
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The following pages link to Utility-indifference pricing of European options with proportional transaction costs (Q2033077):
Displaying 12 items.
- A variational inequality arising from European option pricing with transaction costs (Q943445) (← links)
- European option pricing and hedging with both fixed and proportional transaction costs (Q956487) (← links)
- The writing price of a European contingent claim under proportional transaction costs (Q1340717) (← links)
- Hedging of the European option in discrete time under proportional transaction costs (Q1762679) (← links)
- Utility based option evaluation with proportional transaction costs (Q1853219) (← links)
- A numerical study of the utility-indifference approach for pricing American options (Q2194809) (← links)
- Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
- A note on utility-based pricing in models with transaction costs (Q2351403) (← links)
- Exponential utility of indifference prices and hedging strategies with transaction costs (Q2916227) (← links)
- Indifference Pricing in a Market with Transaction Costs and Jumps (Q4626491) (← links)
- Modeling and computation of cost-constrained adaptive environmental management with discrete observation and intervention (Q6098945) (← links)
- Expected vs. real transaction costs in European option pricing (Q6105350) (← links)
