Pages that link to "Item:Q3424325"
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The following pages link to Pricing a European Basket Option in the Presence of Proportional Transaction Costs (Q3424325):
Displaying 7 items.
- On reset option pricing in binomial market with both fixed and proportional transaction costs (Q990579) (← links)
- The writing price of a European contingent claim under proportional transaction costs (Q1340717) (← links)
- Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme (Q2403848) (← links)
- Dynamic hedging of basket options under proportional transaction costs using receding horizon control (Q3654580) (← links)
- Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis (Q4610209) (← links)
- A new method for generating approximation algorithms for financial mathematics applications (Q5745631) (← links)
- Expected vs. real transaction costs in European option pricing (Q6105350) (← links)