Pages that link to "Item:Q4425015"

The following pages link to Quantile hedging on markets with proportional transaction costs (Q4425015):

Displaying 15 items.

• Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
• On a robustness of quantile hedging: Complete market's case (Q1000484) (← links)
• Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
• Mean-variance hedging under transaction costs (Q2460042) (← links)
• Quantile hedging on equity-linked life insurance contracts with transaction costs (Q2513623) (← links)
• Approximate hedging for nonlinear transaction costs on the volume of traded assets (Q2516769) (← links)
• Bounds on derivative prices in an intertemporal setting with proportional transaction costs and multiple securities (Q2757317) (← links)
• Local risk-minimization under transaction costs (Q2757552) (← links)
• Risk minimization for game options in markets imposing minimal transaction costs (Q2830887) (← links)
• Risk minimization in the model with transaction costs (Q4425016) (← links)
• Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs (Q4586034) (← links)
• (Q4791399) (← links)
• Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
• APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS (Q5283405) (← links)
• Buyer's quantile hedge portfolios in discrete-time trading (Q5397414) (← links)