Pages that link to "Item:Q951343"
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The following pages link to Hedging options under transaction costs and stochastic volatility (Q951343):
Displaying 21 items.
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347) (← links)
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
- Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
- Optimal delta-hedging under transactions costs (Q1391437) (← links)
- It only takes a few moments to hedge options (Q1734554) (← links)
- Hedging of American options under transaction costs (Q2271728) (← links)
- Reducing transaction costs for interest rate risk hedging with stochastic programming (Q2672154) (← links)
- Hedging barrier options in GARCH models with transaction costs (Q2802880) (← links)
- Double knock-out Asian barrier options which widen or contract as they approach maturity (Q3395741) (← links)
- An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs (Q4354434) (← links)
- Hedging European and Barrier options using stochastic optimization (Q4610264) (← links)
- Option pricing and hedging with minimum local expected shortfall (Q4610270) (← links)
- CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS (Q4634641) (← links)
- Path-dependent options and transaction costs (Q4698069) (← links)
- Modeling and evaluation of the option book hedging problem using stochastic programming (Q5001128) (← links)
- (Q5153837) (← links)
- Dynamic option hedging with transaction costs: A stochastic model predictive control approach (Q5241794) (← links)
- Dynamic option hedging via stochastic model predictive control based on scenario simulation (Q5247231) (← links)
- Hedging Options with Transaction Costs (Q5297392) (← links)
- Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (Q5299910) (← links)
