European option pricing and hedging with both fixed and proportional transaction costs (Q956487): Difference between revisions

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+W2224748386
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+Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach
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+Option pricing with transaction costs and a nonlinear Black-Scholes equation
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+The Pricing of Options and Corporate Liabilities
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+Option pricing by large risk aversion utility under transaction costs
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+Optimal delta-hedging under transactions costs
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+Bounds on process of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
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+Option pricing: A simplified approach
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+Portfolio Selection with Transaction Costs
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+The writing price of a European contingent claim under proportional transaction costs
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+European Option Pricing with Transaction Costs
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+Portfolio optimisation with strictly positive transaction costs and impulse control
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+Q4905685
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+Simulations of transaction costs and optimal rehedging
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+Option pricing with transaction costs using a Markov chain approximation
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+Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
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+Q5287558
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+An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
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