Pages that link to "Item:Q2460042"
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The following pages link to Mean-variance hedging under transaction costs (Q2460042):
Displaying 13 items.
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Risk minimization under transaction costs (Q1848533) (← links)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
- Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics (Q2408894) (← links)
- Small transaction cost asymptotics and dynamic hedging (Q2464226) (← links)
- Approximate hedging for nonlinear transaction costs on the volume of traded assets (Q2516769) (← links)
- Hedging in the CRR model under concave transaction costs (Q2732369) (← links)
- Local risk-minimization under transaction costs (Q2757552) (← links)
- Risk minimization in the model with transaction costs (Q4425016) (← links)
- LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS (Q4571703) (← links)
- Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs (Q4586034) (← links)
- CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS (Q4634641) (← links)
