Pages that link to "Item:Q2757552"
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The following pages link to Local risk-minimization under transaction costs (Q2757552):
Displaying 19 items.
- On the existence of shadow prices (Q377456) (← links)
- Existence of shadow prices in finite probability spaces (Q532533) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Local risk-minimization under restricted information on asset prices (Q894154) (← links)
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- On using shadow prices in portfolio optimization with transaction costs (Q990383) (← links)
- Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
- Risk minimization under transaction costs (Q1848533) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- Local risk-minimization under the benchmark approach (Q2452150) (← links)
- Mean-variance hedging under transaction costs (Q2460042) (← links)
- Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets (Q3006711) (← links)
- LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927) (← 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)
- (Q4791575) (← links)
- Lattice-based hedging schemes under GARCH models (Q5014202) (← links)
- Tax- and expense-modified risk-minimization for insurance payment processes (Q5140642) (← links)
