Pages that link to "Item:Q956487"

The following pages link to European option pricing and hedging with both fixed and proportional transaction costs (Q956487):

Displaying 35 items.

• Robust option pricing (Q297417) (← links)
• A penalty approach to a discretized double obstacle problem with derivative constraints (Q496614) (← links)
• A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
• A variational inequality arising from European option pricing with transaction costs (Q943445) (← links)
• Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
• Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
• A numerical method for European option pricing with transaction costs nonlinear equation (Q969982) (← links)
• Computing option pricing models under transaction costs (Q980254) (← links)
• On reset option pricing in binomial market with both fixed and proportional transaction costs (Q990579) (← links)
• Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357) (← links)
• Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs (Q1039367) (← links)
• Option hedging theory under transaction costs (Q1042722) (← links)
• Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach (Q1294549) (← links)
• The writing price of a European contingent claim under proportional transaction costs (Q1340717) (← links)
• Optimal trading strategy for European options with transaction costs. (Q1399565) (← links)
• Risk preference, option pricing and portfolio hedging with proportional transaction costs (Q1674295) (← links)
• Hedging of the European option in discrete time under proportional transaction costs (Q1762679) (← links)
• There is no nontrivial hedging portfolio for option pricing with transaction costs (Q1901077) (← links)
• Utility-indifference pricing of European options with proportional transaction costs (Q2033077) (← links)
• Proactive hedging European option pricing with a general logarithmic position strategy (Q2073577) (← links)
• A numerical study of the utility-indifference approach for pricing American options (Q2194809) (← links)
• Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
• Hedging of the European option with nonsmooth payment function (Q2274555) (← links)
• Pricing of proactive hedging European option with dynamic discrete position strategy (Q2296440) (← links)
• Arbitrage theory for non convex financial market models (Q2403708) (← links)
• Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme (Q2403848) (← links)
• EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS (Q2746235) (← links)
• Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs (Q3437400) (← links)
• (Q3463744) (← links)
• (Q3611491) (← links)
• THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS (Q3648637) (← links)
• European Option Pricing with Transaction Costs (Q4695411) (← links)
• (Q5325329) (← links)
• HOLDER-EXTENDIBLE EUROPEAN OPTION: CORRECTIONS AND EXTENSIONS (Q5500782) (← links)
• Expected vs. real transaction costs in European option pricing (Q6105350) (← links)