Pages that link to "Item:Q3421823"

The following pages link to OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS (Q3421823):

Displaying 12 items.

• Optimal delta-hedging under transactions costs (Q1391437) (← links)
• Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
• Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC} (Q2440760) (← links)
• Approximate hedging for nonlinear transaction costs on the volume of traded assets (Q2516769) (← links)
• Hedging in the CRR model under concave transaction costs (Q2732369) (← links)
• A new computational tool for analysing dynamic hedging under transaction costs (Q3518380) (← links)
• Hedging in discrete time under transaction costs and continuous-time limit (Q4261295) (← links)
• DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS¹ (Q4345924) (← links)
• An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs (Q4354434) (← links)
• Optimal Execution of Derivatives: A Taylor Expansion Approach (Q4593606) (← links)
• Optimal Portfolios and Pricing of Financial Derivatives Under Proportional Transaction Costs (Q4595367) (← links)
• (Q4979950) (← links)