Pages that link to "Item:Q4522955"
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The following pages link to Optimality of the replicating strategy for American options (Q4522955):
Displaying 6 items.
- American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- The American put under transactions costs (Q951505) (← links)
- American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
- Optimality of replication in the CRR model with transaction costs (Q4386249) (← links)
- (Q4429136) (← links)