Pages that link to "Item:Q2970317"

The following pages link to ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS (Q2970317):

Displaying 6 items.

• Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
• Optimal delta-hedging under transactions costs (Q1391437) (← links)
• A new computational tool for analysing dynamic hedging under transaction costs (Q3518380) (← links)
• An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs (Q4354434) (← links)
• Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506) (← links)
• Dynamic option hedging with transaction costs: A stochastic model predictive control approach (Q5241794) (← links)