The following pages link to (Q4218382):
Displaying 18 items.
- On the hedging of American options in discrete time markets with proportional transaction costs (Q850362) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- Computing option pricing models under transaction costs (Q980254) (← links)
- American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
- Pricing of the American option in discrete time under proportional transaction costs (Q1396958) (← links)
- Hedging of the European option in discrete time under proportional transaction costs (Q1762679) (← links)
- On option pricing in binomial market with transaction costs (Q1776033) (← links)
- Pricing of proactive hedging European option with dynamic discrete position strategy (Q2296440) (← links)
- Pricing catastrophe options in discrete operational time (Q2518548) (← links)
- OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (Q3022045) (← links)
- (Q3371932) (← links)
- Hedging Large Portfolios of Options in Discrete Time* (Q3523655) (← links)
- Hedging in discrete time under transaction costs and continuous-time limit (Q4261295) (← links)
- Path-dependent options and transaction costs (Q4698069) (← links)
- Hedging of game options in discrete markets with transaction costs (Q5410803) (← links)
