Pages that link to "Item:Q4425016"
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The following pages link to Risk minimization in the model with transaction costs (Q4425016):
Displaying 8 items.
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Risk minimization under transaction costs (Q1848533) (← links)
- An optimal multi-step quadratic risk-adjusted hedging strategy (Q2511814) (← links)
- Local risk-minimization under transaction costs (Q2757552) (← links)
- Risk minimization for game options in markets imposing minimal transaction costs (Q2830887) (← links)
- Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets (Q3006711) (← links)
- No-transaction bounds and estimation risk (Q3568906) (← links)
- Quantile hedging on markets with proportional transaction costs (Q4425015) (← links)