Indifference Pricing in a Market with Transaction Costs and Jumps (Q4626491): Difference between revisions

@@ Property / author @@
-João M. E. Guerra
@@ Property / author: João M. E. Guerra / rank @@
-Normal rank
@@ Property / author @@
-Manuel C. Guerra
@@ Property / author: Manuel C. Guerra / rank @@
-Normal rank
@@ Property / author @@
+João M. E. Guerra
@@ Property / author: João M. E. Guerra / rank @@
+Normal rank
@@ Property / author @@
+Manuel C. Guerra
@@ Property / author: Manuel C. Guerra / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-319-61282-9_3
+Normal rank
@@ Property / OpenAlex ID @@
+W2755858470
@@ Property / OpenAlex ID: W2755858470 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing with transaction costs and a nonlinear Black-Scholes equation
+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 @@
+Indifference Pricing in a Market with Transaction Costs and Jumps
+Normal rank
@@ Property / cites work @@
+Q5505177
@@ Property / cites work: Q5505177 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal delta-hedging under transactions costs
@@ Property / cites work: Optimal delta-hedging under transactions costs / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
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@@ Property / cites work @@
+A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+The writing price of a European contingent claim under proportional transaction costs
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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 @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2703816
@@ Property / cites work: Q2703816 / rank @@
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@@ Property / cites work @@
+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
+Normal rank