Pages that link to "Item:Q2407526"
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The following pages link to Hedging in fractional Black-Scholes model with transaction costs (Q2407526):
Displaying 10 items.
- On discrete time hedging errors in a fractional Black-Scholes model (Q681037) (← links)
- Dynamic hedging based on fractional order stochastic model with memory effect (Q1793474) (← links)
- Haar wavelet method for approximating the solution of a coupled system of fractional-order integral-differential equations (Q1997599) (← links)
- Prediction law of mixed Gaussian Volterra processes (Q2288751) (← links)
- Asymptotics for discrete time hedging errors under fractional Black-Scholes models (Q2322589) (← links)
- A closed-form approximation for the fractional Black-Scholes model with transaction costs (Q2629413) (← links)
- Delta-hedging in fractional volatility models (Q2694770) (← links)
- Hedging options in market models modulated by the fractional Brownian motion (Q2758167) (← links)
- CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS (Q4634641) (← links)
- Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (Q5193257) (← links)
