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

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+https://doi.org/10.1214/aoap/1028903447
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+W2031097536
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+DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
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+European Option Pricing with Transaction Costs
@@ Property / cites work: European Option Pricing with Transaction Costs / rank @@
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+Q4002481
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+Q3217388
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+Q5624436
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+MINIMIZING TRANSACTION COSTS OF OPTION HEDGING STRATEGIES
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+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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+Q3923307
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+Optimum consumption and portfolio rules in a continuous-time model
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+Q4151478
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+Q3996259
@@ Property / cites work: Q3996259 / rank @@
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