Pages that link to "Item:Q287666"

The following pages link to Asymptotic replication with modified volatility under small transaction costs (Q287666):

Displaying 4 items.

• Super-replication with fixed transaction costs (Q1737955) (← links)
• Scaling limits of processes with fast nonlinear mean reversion (Q1986011) (← links)
• Small transaction cost asymptotics and dynamic hedging (Q2464226) (← links)
• Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)