Pages that link to "Item:Q857949"
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The following pages link to Discrete-time delta hedging and the Black-Scholes model with transaction costs (Q857949):
Displaying 18 items.
- Optimal delta-hedging under transactions costs (Q1391437) (← links)
- Option pricing and portfolio hedging under the mixed hedging strategy (Q1618329) (← links)
- Correlated continuous time random walk and option pricing (Q1619172) (← links)
- Risk preference, option pricing and portfolio hedging with proportional transaction costs (Q1674295) (← links)
- Weighted BMO and discrete time hedging within the Black-Scholes model (Q1775518) (← links)
- How fast does it diverge? Discrete hedging error with transaction costs (Q2046239) (← links)
- Option pricing under the subordinated market models (Q2073586) (← links)
- Asymptotics for discrete time hedging errors under fractional Black-Scholes models (Q2322589) (← links)
- Option pricing under residual risk and imperfect hedging (Q2338861) (← links)
- Delta hedging in discrete time under stochastic interest rate (Q2349604) (← links)
- On robustness of the Black-Scholes partial differential equation model (Q2800055) (← links)
- An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs (Q2873539) (← links)
- Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model (Q4548069) (← links)
- Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← links)
- Modification terms to the Black–Scholes model in a realistic hedging strategy with discrete temporal steps (Q5031707) (← links)
- (Q5153837) (← links)
- Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (Q5193257) (← links)
- (Q5439755) (← links)
