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

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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
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
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+Indifference Pricing in a Market with Transaction Costs and Jumps
+Normal rank
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+Q5505177
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+Normal rank
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+Optimal delta-hedging under transactions costs
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+Financial Modelling with Jump Processes
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+Normal rank
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+A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models
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+Option pricing: A simplified approach
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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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+Q4032143
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+Normal rank
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+Q2703816
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+The Variance Gamma Process and Option Pricing
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+Normal rank