Pages that link to "Item:Q1674295"

The following pages link to Risk preference, option pricing and portfolio hedging with proportional transaction costs (Q1674295):

Displaying 8 items.

• Option pricing and portfolio hedging under the mixed hedging strategy (Q1618329) (← links)
• Utility based option evaluation with proportional transaction costs (Q1853219) (← links)
• Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
• Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
• Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063) (← links)
• A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
• Optimal Portfolios and Pricing of Financial Derivatives Under Proportional Transaction Costs (Q4595367) (← links)
• Allais, Ellsberg, and preferences for hedging (Q4682762) (← links)