Pages that link to "Item:Q1809500"

The following pages link to Super-replication under proportional transaction costs: From discrete to continuous-time models (Q1809500):

Displaying 17 items.

• The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
• American contingent claims under small proportional transaction costs (Q861832) (← links)
• Explicit characterization of the super-replication strategy in financial markets with partial transaction costs (Q877726) (← links)
• Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
• A closed-form solution to the problem of super-replication under transaction costs (Q1297907) (← links)
• Super-replication with fixed transaction costs (Q1737955) (← links)
• Explicit solution to the multivariate super-replication problem under transaction costs. (Q1872495) (← links)
• Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
• NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
• Pricing a European Basket Option in the Presence of Proportional Transaction Costs (Q3424325) (← links)
• THE LEAST COST SUPER REPLICATING PORTFOLIO IN THE BOYLE–VORST MODEL WITH TRANSACTION COSTS (Q3520393) (← links)
• The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time (Q4464011) (← links)
• Hedging under Transaction Costs in Currency Markets: a Continuous-Time Model (Q4548070) (← links)
• Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
• General indifference pricing with small transaction costs (Q5278183) (← links)
• A dynamic version of the super-replication theorem under proportional transaction costs (Q5876577) (← links)
• Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)