Pages that link to "Item:Q4586034"

The following pages link to Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs (Q4586034):

Displaying 7 items.

• A family of density expansions for Lévy-type processes (Q2258531) (← links)
• Approximate hedging for nonlinear transaction costs on the volume of traded assets (Q2516769) (← links)
• Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
• APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS (Q5283405) (← links)
• On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model (Q5397430) (← links)
• Diffusion Equations: Convergence of the Functional Scheme Derived from the Binomial Tree with Local Volatility for Non Smooth Payoff Functions (Q5742507) (← links)
• Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)