Pages that link to "Item:Q5283405"
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The following pages link to APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS (Q5283405):
Displaying 14 items.
- Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
- Hedging options under transaction costs and stochastic volatility (Q951343) (← links)
- Option hedging theory under transaction costs (Q1042722) (← links)
- Option replication with transaction costs: general diffusion limits (Q1296601) (← links)
- A constructive method for convex solutions of a class of nonlinear Black-Scholes equations (Q2323118) (← links)
- Approximate hedging for nonlinear transaction costs on the volume of traded assets (Q2516769) (← links)
- Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051) (← links)
- European option pricing with transaction costs and stochastic volatility: an asymptotic analysis (Q3467606) (← links)
- A new computational tool for analysing dynamic hedging under transaction costs (Q3518380) (← links)
- Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs (Q4586034) (← links)
- CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS (Q4634641) (← links)
- Valuation of European options with stochastic interest rates and transaction costs (Q5063448) (← links)
- Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
- Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)
