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 11 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 numerical method for European option pricing with transaction costs nonlinear equation (Q969982) (← links)
• Computing option pricing models under transaction costs (Q980254) (← 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-indifference pricing of European options with proportional transaction costs (Q2033077) (← 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)