Pages that link to "Item:Q5086463"

The following pages link to Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463):

Displaying 9 items.

• Hedging of game options with the presence of transaction costs (Q389062) (← links)
• A game theory analysis of options. Contributions to the theory of financial intermediation in continuous time (Q1819261) (← links)
• Pricing and hedging game options in currency models with proportional transaction costs (Q2836219) (← links)
• Mechanics of good trade execution in the framework of linear temporary market impact (Q5014181) (← links)
• Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
• Hedging of game options in discrete markets with transaction costs (Q5410803) (← links)
• GAME CALL OPTIONS REVISITED (Q5411399) (← links)
• (Q5501216) (← links)
• Perpetual cancellable American options with convertible features (Q6067091) (← links)