Pages that link to "Item:Q4626491"
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The following pages link to Indifference Pricing in a Market with Transaction Costs and Jumps (Q4626491):
Displaying 6 items.
- European option pricing with transaction costs in Lévy jump environment (Q1724293) (← links)
- Utility-indifference pricing of European options with proportional transaction costs (Q2033077) (← links)
- Semimartingale price systems in models with transaction costs beyond efficient friction (Q2675819) (← links)
- An anticipative stochastic calculus approach to pricing in markets driven by Lévy process (Q2790529) (← links)
- A Pure-Jump Transaction-Level Price Model Yielding Cointegration (Q3063005) (← links)
- Indifference Pricing in a Market with Transaction Costs and Jumps (Q4626491) (← links)