The following pages link to (Q3367848):
Displaying 12 items.
- An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- The arbitrage-free interval of American contingent claims with frictions (Q932512) (← links)
- On the possibility of hedging options in the presence of transaction costs (Q1364395) (← links)
- Hedging American contingent claims with constrained portfolios under a higher interest rate for borrowing (Q1771800) (← links)
- Hedging American contingent claims with constrained portfolios under proportional transaction costs (Q1776603) (← links)
- Pricing and hedging of american contingent claims in incomplete markets (Q1806063) (← links)
- Contingent claims on assets with conversion costs. (Q1873082) (← 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)
- Arbitrage-free interval of American contingent claims under proportional transaction cost (Q2937937) (← links)
- ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS (Q5411397) (← links)
