Pages that link to "Item:Q944910"
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The following pages link to Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910):
Displaying 16 items.
- American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← 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)
- Derivative asset pricing with transaction costs: an extension (Q1372903) (← links)
- Utility based option evaluation with proportional transaction costs (Q1853219) (← links)
- Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095) (← links)
- EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS (Q2746235) (← links)
- Set Optimization—A Rather Short Introduction (Q2805754) (← links)
- Linear Vector Optimization and European Option Pricing Under Proportional Transaction Costs (Q2805756) (← links)
- (Q3120175) (← links)
- (Q4609640) (← links)
- AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS (Q4979885) (← links)
- Optimal hedging in an extended binomial market under transaction costs (Q5001170) (← links)
- A Guaranteed Deterministic Approach to Superhedging: Optimal Mixed Strategies of the Market and Their Supports (Q5014533) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
- OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)
