Pages that link to "Item:Q1848533"

The following pages link to Risk minimization under transaction costs (Q1848533):

Displaying 13 items.

• Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
• The efficient hedging problem for American options (Q483722) (← links)
• Convex duality in optimal investment under illiquidity (Q484140) (← links)
• Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438) (← links)
• Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
• Optimal investment with transaction costs and without semimartingales (Q1872364) (← links)
• Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
• Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
• Mean-variance hedging under transaction costs (Q2460042) (← links)
• Limit theorems for partial hedging under transaction costs (Q2875729) (← links)
• No-transaction bounds and estimation risk (Q3568906) (← links)
• Tax- and expense-modified risk-minimization for insurance payment processes (Q5140642) (← links)
• On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)