Pages that link to "Item:Q1966383"

The following pages link to Bounds on process of contingent claims in an intertemporal economy with proportional transaction costs and general preferences (Q1966383):

Displaying 29 items.

• Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370) (← links)
• Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188) (← links)
• Foreign currency option pricing with proportional transaction costs (Q621866) (← links)
• Towards a self-consistent theory of volatility (Q864196) (← links)
• Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
• Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
• Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good (Q951456) (← links)
• Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
• European option pricing and hedging with both fixed and proportional transaction costs (Q956487) (← links)
• On reset option pricing in binomial market with both fixed and proportional transaction costs (Q990579) (← links)
• Large investor trading impacts on volatility (Q1002773) (← links)
• Option hedging theory under transaction costs (Q1042722) (← links)
• Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. (Q1605429) (← links)
• Utility based option evaluation with proportional transaction costs (Q1853219) (← links)
• Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
• On barrier option pricing in binomial market with transaction costs (Q2383667) (← links)
• Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values (Q2466254) (← links)
• A note on utility indifference pricing (Q2828052) (← links)
• Portfolio Choice with Transaction Costs: A User’s Guide (Q2847837) (← links)
• Pricing a European Basket Option in the Presence of Proportional Transaction Costs (Q3424325) (← links)
• Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (Q4455898) (← links)
• PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE (Q4673847) (← links)
• High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation (Q4812335) (← links)
• A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
• Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (Q5315457) (← links)
• An endogenous volatility approach to pricing and hedging call options with transaction costs (Q5397412) (← links)
• VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH (Q5866979) (← links)
• Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)
• European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)