Pages that link to "Item:Q874350"
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The following pages link to Risk measure pricing and hedging in the presence of transaction costs (Q874350):
Displaying 7 items.
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Pricing and hedging in the presence of extraneous risks (Q885263) (← links)
- Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
- Hedging in the CRR model under concave transaction costs (Q2732369) (← links)
- DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup> (Q4345924) (← links)
- CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS (Q4634641) (← links)
- Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints (Q6569104) (← links)
