Pages that link to "Item:Q1042722"
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The following pages link to Option hedging theory under transaction costs (Q1042722):
Displaying 12 items.
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- Optimal delta-hedging under transactions costs (Q1391437) (← links)
- A robust hedging algorithm (Q1391666) (← links)
- On option pricing in binomial market with transaction costs (Q1776033) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- Hedging of American options under transaction costs (Q2271728) (← links)
- (Q3371932) (← links)
- An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs (Q4354434) (← links)
- Path-dependent options and transaction costs (Q4698069) (← links)
- (Q5153837) (← links)
- Hedging Options with Transaction Costs (Q5297392) (← links)