Pages that link to "Item:Q2937937"
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The following pages link to Arbitrage-free interval of American contingent claims under proportional transaction cost (Q2937937):
Displaying 6 items.
- The arbitrage-free interval of American contingent claims with frictions (Q932512) (← links)
- Hedging American contingent claims with constrained portfolios under proportional transaction costs (Q1776603) (← links)
- Hedging American contingent claims with arbitrage costs (Q2482406) (← links)
- On the pricing of American contingent claims under transaction costs and multiple risky assets (Q2482527) (← links)
- (Q3147970) (← links)
- ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS (Q5411397) (← links)