EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS (Q2746235): Difference between revisions

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+Q3929443
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@@ Property / cites work @@
+Risk sensitive asset management with transaction costs
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@@ Property / cites work @@
+HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH<sup>1</sup><sup>2</sup>
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+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+European Option Pricing with Transaction Costs
@@ Property / cites work: European Option Pricing with Transaction Costs / rank @@
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@@ Property / cites work @@
+Optimal Impulse Control of Portfolios
@@ Property / cites work: Optimal Impulse Control of Portfolios / rank @@
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@@ Property / cites work @@
+Impulse control of portfolios with jumps and transaction costs
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@@ Property / cites work @@
+Martingales and arbitage in securities markets with transaction costs
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@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio optimisation with strictly positive transaction costs and impulse control
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@@ Property / cites work @@
+Q4004190
@@ Property / cites work: Q4004190 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio selection with transactions costs
@@ Property / cites work: Portfolio selection with transactions costs / rank @@
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@@ Property / cites work @@
+Simulations of transaction costs and optimal rehedging
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@@ Property / cites work @@
+A selection theorem for optimization problems
@@ Property / cites work: A selection theorem for optimization problems / rank @@
+Normal rank
@@ Property / cites work @@
+An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
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@@ Property / full work available at URL @@
+https://doi.org/10.1081/stm-100002064
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+W3125033270
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