Pages that link to "Item:Q1283705"
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The following pages link to Option replication with large transactions costs (Q1283705):
Displaying 5 items.
- Efficient option replication in the presence of transactions costs (Q375322) (← links)
- The American put under transactions costs (Q951505) (← links)
- Structuring an option to facilitate replication with transaction costs (Q1676613) (← links)
- Option replication with transaction cost under Knightian uncertainty (Q2066047) (← links)
- Optimality of the replicating strategy for American options (Q4522955) (← links)