Pages that link to "Item:Q2875729"
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The following pages link to Limit theorems for partial hedging under transaction costs (Q2875729):
Displaying 9 items.
- Replication and shortfall risk in a binomial model with transaction costs (Q1014287) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- On the density of properly maximal claims in financial markets with transaction costs (Q2455063) (← links)
- Small transaction cost asymptotics and dynamic hedging (Q2464226) (← links)
- Risk minimization for game options in markets imposing minimal transaction costs (Q2830887) (← links)
- Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model (Q3067841) (← links)
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
- Partial hedging of American contingent claims in a finite discrete time model (Q4614224) (← links)
- CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS (Q4634641) (← links)
