Pages that link to "Item:Q429815"
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The following pages link to An integer programming model for pricing American contingent claims under transaction costs (Q429815):
Displaying 4 items.
- Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (Q496684) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets (Q1936793) (← links)
- Pricing American contingent claims by stochastic linear programming (Q3391893) (← links)