Pages that link to "Item:Q1762679"
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The following pages link to Hedging of the European option in discrete time under proportional transaction costs (Q1762679):
Displaying 20 items.
- On the hedging of American options in discrete time markets with proportional transaction costs (Q850362) (← links)
- Discrete-time delta hedging and the Black-Scholes model with transaction costs (Q857949) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- A counter-example to an option pricing formula under transaction costs (Q881422) (← links)
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- The writing price of a European contingent claim under proportional transaction costs (Q1340717) (← links)
- On the possibility of hedging options in the presence of transaction costs (Q1364395) (← links)
- Pricing of the American option in discrete time under proportional transaction costs (Q1396958) (← links)
- There is no nontrivial hedging portfolio for option pricing with transaction costs (Q1901077) (← links)
- How fast does it diverge? Discrete hedging error with transaction costs (Q2046239) (← links)
- Proactive hedging European option pricing with a general logarithmic position strategy (Q2073577) (← links)
- Hedging of the European option with nonsmooth payment function (Q2274555) (← links)
- Pricing of proactive hedging European option with dynamic discrete position strategy (Q2296440) (← links)
- Option pricing in discrete-time incomplete market models (Q2707152) (← links)
- ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS (Q2970317) (← links)
- Hedging of the European option in discrete time under transaction costs depending on time (Q3561058) (← links)
- Hedging in discrete time under transaction costs and continuous-time limit (Q4261295) (← links)
- Optimal hedging in an extended binomial market under transaction costs (Q5001170) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
- (Q5325329) (← links)
