Pages that link to "Item:Q2464226"
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The following pages link to Small transaction cost asymptotics and dynamic hedging (Q2464226):
Displaying 17 items.
- Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
- Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
- Option replication with transaction costs: general diffusion limits (Q1296601) (← links)
- Risk preference, option pricing and portfolio hedging with proportional transaction costs (Q1674295) (← links)
- Efficient hedging of options with probabilistic Haar wavelets (Q1952693) (← links)
- Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520) (← links)
- Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (Q2464858) (← links)
- A TRANSACTION COST CONVERGENCE RESULT FOR GENERAL HEDGING STRATEGIES (Q2746224) (← links)
- An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs (Q2873539) (← links)
- Dynamic Hedging Under Jump Diffusion with Transaction Costs (Q3100366) (← links)
- OPTION PRICING AND HEDGING WITH SMALL TRANSACTION COSTS (Q3195491) (← links)
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
- Long-run equity risk and dynamic trading strategies: a simulation exercise for the Italian stock market (Q4883097) (← links)
- Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
- Transaction cost analytics for corporate bonds (Q5092645) (← links)
- Arbitrage-free interval and dynamic hedging in an illiquid market (Q5397440) (← links)
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
