EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES (Q3444860): Difference between revisions

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+Hedging in incomplete markets with HARA utility
@@ Property / cites work: Hedging in incomplete markets with HARA utility / rank @@
+Normal rank
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+Risk Minimization with Incomplete Information in a Model for High-Frequency Data
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+Market Volatility and Feedback Effects from Dynamic Hedging
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+Q4357207
@@ Property / cites work: Q4357207 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3945260
@@ Property / cites work: Q3945260 / rank @@
+Normal rank
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+General Black-Scholes models accounting for increased market volatility from hedging strategies
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+An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
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+Optimal hedging of options with small but  arbitrary transaction cost structure
+Normal rank
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+W1953112041
@@ Property / OpenAlex ID: W1953112041 / rank @@
+Normal rank