Pages that link to "Item:Q1294549"
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The following pages link to Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach (Q1294549):
Displaying 6 items.
- Foreign currency option pricing with proportional transaction costs (Q621866) (← links)
- Optimal R\&D investment for a risk-averse entrepreneur (Q631241) (← links)
- European option pricing and hedging with both fixed and proportional transaction costs (Q956487) (← links)
- Computation of reservation prices of options with proportional transaction costs (Q956510) (← links)
- Utility based option evaluation with proportional transaction costs (Q1853219) (← links)
- Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs (Q3437400) (← links)
