Pages that link to "Item:Q4386249"

The following pages link to Optimality of replication in the CRR model with transaction costs (Q4386249):

Displaying 12 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)
• American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
• Option replication with large transactions costs (Q1283705) (← links)
• ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS (Q2970317) (← links)
• Optimality of the replicating strategy for American options (Q4522955) (← links)
• PRICING OF EUROPEAN AND AMERICAN CLAIMS IN THE CRR MODEL WITH FIXED PLUS - CONCAVE TRANSACTION COSTS (Q4824803) (← links)
• Optimal hedging in an extended binomial market under transaction costs (Q5001170) (← links)
• Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)