Pages that link to "Item:Q5001170"
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The following pages link to Optimal hedging in an extended binomial market under transaction costs (Q5001170):
Displaying 4 items.
- Optimal delta-hedging under transactions costs (Q1391437) (← links)
- ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS (Q2970317) (← links)
- An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs (Q4354434) (← links)
- CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS (Q4634641) (← links)