Pages that link to "Item:Q5120710"

The following pages link to Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710):

Displaying 9 items.

• Approximate hedging for nonlinear transaction costs on the volume of traded assets (Q2516769) (← links)
• Bounds on derivative prices in an intertemporal setting with proportional transaction costs and multiple securities (Q2757317) (← links)
• An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs (Q2873539) (← links)
• Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs (Q4586034) (← links)
• CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS (Q4634641) (← links)
• Valuation of European options with stochastic interest rates and transaction costs (Q5063448) (← links)
• APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS (Q5283405) (← links)
• Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)
• Optimal investment and consumption for financial markets with jumps under transaction costs (Q6181518) (← links)