Pages that link to "Item:Q2757319"
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The following pages link to A note on the Boyle-Vorst discrete-time option pricing model with transactions costs. (Q2757319):
Displaying 11 items.
- American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- A counter-example to an option pricing formula under transaction costs (Q881422) (← links)
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- Replication and shortfall risk in a binomial model with transaction costs (Q1014287) (← links)
- A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- THE LEAST COST SUPER REPLICATING PORTFOLIO IN THE BOYLE–VORST MODEL WITH TRANSACTION COSTS (Q3520393) (← links)
- Option bounds (Q4822458) (← links)
- AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS (Q4979885) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
