Pages that link to "Item:Q4261295"

The following pages link to Hedging in discrete time under transaction costs and continuous-time limit (Q4261295):

Displaying 15 items.

• Duality and convergence for binomial markets with friction (Q354186) (← links)
• An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
• Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188) (← links)
• Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
• American contingent claims under small proportional transaction costs (Q861832) (← links)
• A counter-example to an option pricing formula under transaction costs (Q881422) (← links)
• Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
• Hedging of the European option in discrete time under proportional transaction costs (Q1762679) (← links)
• Limit theorem on option replication cost with transaction costs (Q1894626) (← links)
• (Q3154979) (← links)
• Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
• Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model (Q4548069) (← links)
• Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
• Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
• General indifference pricing with small transaction costs (Q5278183) (← links)