Pages that link to "Item:Q2836219"

The following pages link to Pricing and hedging game options in currency models with proportional transaction costs (Q2836219):

Displaying 8 items.

• American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
• Hedging of game options with the presence of transaction costs (Q389062) (← links)
• Path-dependent game options with Asian features (Q2128183) (← links)
• Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model (Q4548069) (← links)
• Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
• Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
• Hedging of game options in discrete markets with transaction costs (Q5410803) (← links)
• Perpetual cancellable American options with convertible features (Q6067091) (← links)