Pages that link to "Item:Q2746235"
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The following pages link to EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS (Q2746235):
Displaying 6 items.
- Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) (← links)
- A variational inequality arising from European option pricing with transaction costs (Q943445) (← links)
- European option pricing with transaction costs. (Q2779045) (← links)
- European Option Pricing with Transaction Costs (Q4695411) (← links)
- EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS (Q5746930) (← links)
- Expected vs. real transaction costs in European option pricing (Q6105350) (← links)