PRICING OF RAINBOW OPTIONS: GAME THEORETIC APPROACH (Q3502817): Difference between revisions

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+On submodular value functions and complex dynamic programming
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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@@ Property / cites work @@
+MINIMIZING TRANSACTION COSTS OF OPTION HEDGING STRATEGIES
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@@ Property / cites work @@
+Infinite Abelian Subgroups of Some Infinite Groups
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@@ Property / cites work @@
+A Robust Control Framework for Option Pricing
@@ Property / cites work: A Robust Control Framework for Option Pricing / rank @@
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@@ Property / cites work @@
+OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
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+Q4859898
@@ Property / cites work: Q4859898 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219198907001370
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+W2033750066
@@ Property / OpenAlex ID: W2033750066 / rank @@
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