Pages that link to "Item:Q3437400"

The following pages link to Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs (Q3437400):

Displaying 9 items.

• Robust option pricing (Q297417) (← links)
• Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188) (← links)
• Proactive hedging European option pricing with a general logarithmic position strategy (Q2073577) (← links)
• An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs (Q2873539) (← links)
• THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS (Q3648637) (← links)
• An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs (Q4354434) (← links)
• Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
• The play operator, the truncated variation and the generalisation of the Jordan decomposition (Q5178132) (← links)
• Appraising the convenience of a call-based dynamical hedging strategy for an oil-company (Q6064214) (← links)