Optimal delta-hedging under transactions costs (Q1391437): Difference between revisions

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+DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
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+The Pricing of Options and Corporate Liabilities
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+Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
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+Option pricing: A simplified approach
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+Portfolio Selection with Transaction Costs
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+European Option Pricing with Transaction Costs
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+A simplified treatment of the theory of optimal regulation of Brownian motion
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+Super contact and related optimality conditions
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+Optimal Impulse Control of Portfolios
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+Portfolio selection with transactions costs
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+Optimum consumption and portfolio rules in a continuous-time model
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+Q4905685
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+Q5287558
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+A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees
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