Pages that link to "Item:Q2482527"
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The following pages link to On the pricing of American contingent claims under transaction costs and multiple risky assets (Q2482527):
Displaying 9 items.
- An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
- Hedging American contingent claims with constrained portfolios under proportional transaction costs (Q1776603) (← links)
- Randomized stopping times and American option pricing with transaction costs (Q2707162) (← links)
- Pricing of American contingent claims with jump stock price and constrained portfolios (Q2757529) (← links)
- Arbitrage-free interval of American contingent claims under proportional transaction cost (Q2937937) (← links)
- (Q3367848) (← links)
- Pricing American contingent claims by stochastic linear programming (Q3391893) (← links)
- (Q5320117) (← links)
- Optimal portfolio strategy of wealth process: a Lévy process model-based method (Q6544826) (← links)