Pages that link to "Item:Q2732369"
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The following pages link to Hedging in the CRR model under concave transaction costs (Q2732369):
Displaying 7 items.
- Replication and shortfall risk in a binomial model with transaction costs (Q1014287) (← links)
- A discrete stochastic model for investment with an application to the transaction costs case (Q1975171) (← links)
- Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
- Hedging of the European option in discrete time under transaction costs depending on time (Q3561058) (← links)
- Optimality of replication in the CRR model with transaction costs (Q4386249) (← links)
- PRICING OF EUROPEAN AND AMERICAN CLAIMS IN THE CRR MODEL WITH FIXED PLUS - CONCAVE TRANSACTION COSTS (Q4824803) (← links)
- SENSITIVITIES AND HEDGING OF THE COLLATERAL CHOICE OPTION (Q5048585) (← links)