Pages that link to "Item:Q2779045"
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The following pages link to European option pricing with transaction costs. (Q2779045):
Displaying 12 items.
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach (Q1294549) (← links)
- Optimal trading strategy for European options with transaction costs. (Q1399565) (← links)
- Mean-variance hedging for pricing European-type contingent claims with transaction costs. (Q1421067) (← links)
- European option pricing with transaction costs in Lévy jump environment (Q1724293) (← links)
- Utility-indifference pricing of European options with proportional transaction costs (Q2033077) (← links)
- Differential game-theoretic thoughts on option pricing and transaction costs (Q2701834) (← links)
- EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS (Q2746235) (← links)
- European Option Pricing with Transaction Costs (Q4695411) (← links)
- PRICING OF EUROPEAN AND AMERICAN CLAIMS IN THE CRR MODEL WITH FIXED PLUS - CONCAVE TRANSACTION COSTS (Q4824803) (← links)
- Expected vs. real transaction costs in European option pricing (Q6105350) (← links)
- Bond and option prices under skew Vasicek model with transaction cost (Q6484417) (← links)
