Option replication with transaction costs: general diffusion limits (Q1296601): Difference between revisions

@@ Property / author @@
-E. R. Grannan
@@ Property / author: E. R. Grannan / rank @@
-Normal rank
@@ Property / author @@
-G. H. Swindle
@@ Property / author: G. H. Swindle / rank @@
-Normal rank
@@ Property / author @@
+E. R. Grannan
@@ Property / author: E. R. Grannan / rank @@
+Normal rank
@@ Property / author @@
+G. H. Swindle
@@ Property / author: G. H. Swindle / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1214/aoap/1028903447
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@@ Property / OpenAlex ID @@
+W2031097536
@@ Property / OpenAlex ID: W2031097536 / rank @@
+Normal rank
@@ Property / cites work @@
+DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
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@@ Property / cites work @@
+European Option Pricing with Transaction Costs
@@ Property / cites work: European Option Pricing with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002481
@@ Property / cites work: Q4002481 / rank @@
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@@ Property / cites work @@
+Q3217388
@@ Property / cites work: Q3217388 / rank @@
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@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
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@@ Property / cites work @@
+MINIMIZING TRANSACTION COSTS OF OPTION HEDGING STRATEGIES
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@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
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@@ Property / cites work @@
+Q4151478
@@ Property / cites work: Q4151478 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1296601