Pages that link to "Item:Q3561058"
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The following pages link to Hedging of the European option in discrete time under transaction costs depending on time (Q3561058):
Displaying 10 items.
- On the hedging of American options in discrete time markets with proportional transaction costs (Q850362) (← links)
- Hedging of the European option in discrete time under proportional transaction costs (Q1762679) (← links)
- How fast does it diverge? Discrete hedging error with transaction costs (Q2046239) (← links)
- Proactive hedging European option pricing with a general logarithmic position strategy (Q2073577) (← links)
- Hedging of the European option with nonsmooth payment function (Q2274555) (← links)
- Pricing European options in a discrete time model for the limit order book (Q2283686) (← links)
- Pricing of proactive hedging European option with dynamic discrete position strategy (Q2296440) (← links)
- (Q3463744) (← links)
- Hedging in discrete time under transaction costs and continuous-time limit (Q4261295) (← links)
- (Q5325329) (← links)
