Pages that link to "Item:Q2707136"
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The following pages link to On the pricing of contingent claims with frictions. (Q2707136):
Displaying 11 items.
- Cost-efficient contingent claims with market frictions (Q253119) (← links)
- The arbitrage-free interval of American contingent claims with frictions (Q932512) (← links)
- Duplicating and pricing contingent claims with constrained portfolios (Q1593082) (← links)
- Hedging American contingent claims with constrained portfolios under proportional transaction costs (Q1776603) (← links)
- On the pricing of contingent claims under constraints (Q1814741) (← links)
- Contingent claims on assets with conversion costs. (Q1873082) (← links)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- Viability and equilibrium in securities markets with frictions (Q2757304) (← links)
- (Q5320117) (← links)
- Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)