Pages that link to "Item:Q1853219"
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The following pages link to Utility based option evaluation with proportional transaction costs (Q1853219):
Displaying 10 items.
- Optimal R\&D investment for a risk-averse entrepreneur (Q631241) (← links)
- Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs (Q903007) (← links)
- On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (Q956391) (← links)
- Computation of reservation prices of options with proportional transaction costs (Q956510) (← links)
- Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs (Q1039367) (← links)
- Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach (Q1294549) (← links)
- Option pricing by large risk aversion utility under transaction costs (Q1601359) (← links)
- Bounds on process of contingent claims in an intertemporal economy with proportional transaction costs and general preferences (Q1966383) (← links)
- Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
- Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme (Q2403848) (← links)
