Pages that link to "Item:Q1300634"
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The following pages link to Optimal portfolio hedging with nonlinear derivatives and transaction costs (Q1300634):
Displaying 8 items.
- Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471) (← links)
- Optimal delta-hedging under transactions costs (Q1391437) (← links)
- Managing electricity market price risk (Q1869437) (← links)
- Nonconvex optimization for pricing and hedging in imperfect markets (Q2426011) (← links)
- Approximate hedging for nonlinear transaction costs on the volume of traded assets (Q2516769) (← links)
- Optimal Hedging and Valuation of Nontraded Assets (Q2770907) (← links)
- Optimal Execution of Derivatives: A Taylor Expansion Approach (Q4593606) (← links)
- Optimal Portfolios and Pricing of Financial Derivatives Under Proportional Transaction Costs (Q4595367) (← links)
