Pages that link to "Item:Q850362"
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The following pages link to On the hedging of American options in discrete time markets with proportional transaction costs (Q850362):
Displaying 19 items.
- Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (Q265469) (← links)
- American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
- An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
- The efficient hedging problem for American options (Q483722) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
- Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs (Q1039118) (← links)
- Pricing of the American option in discrete time under proportional transaction costs (Q1396958) (← links)
- Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions (Q1621616) (← links)
- Hedging of the European option in discrete time under proportional transaction costs (Q1762679) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Hedging of American options under transaction costs (Q2271728) (← links)
- Pricing of proactive hedging European option with dynamic discrete position strategy (Q2296440) (← links)
- Pathwise superhedging under proportional transaction costs (Q2675368) (← links)
- Randomized stopping times and American option pricing with transaction costs (Q2707162) (← links)
- AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS (Q2939923) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
- The robust pricing–hedging duality for American options in discrete time financial markets (Q5241566) (← links)
- Hedging of game options in discrete markets with transaction costs (Q5410803) (← links)
