Pages that link to "Item:Q3502191"
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The following pages link to Dynamic hedging of single and multi-dimensional options with transaction costs: a generalized utility maximization approach (Q3502191):
Displaying 7 items.
- A stochastic receding horizon control approach to constrained index tracking (Q945045) (← links)
- Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints (Q1627827) (← links)
- Multi-period portfolio selection with drawdown control (Q2288940) (← links)
- A new computational tool for analysing dynamic hedging under transaction costs (Q3518380) (← links)
- Dynamic hedging of basket options under proportional transaction costs using receding horizon control (Q3654580) (← links)
- Dynamic option hedging with transaction costs: A stochastic model predictive control approach (Q5241794) (← links)
- Dynamic option hedging via stochastic model predictive control based on scenario simulation (Q5247231) (← links)