Pages that link to "Item:Q1296601"
From MaRDI portal
The following pages link to Option replication with transaction costs: general diffusion limits (Q1296601):
Displaying 7 items.
- Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
- Limit theorem for Leland's strategy (Q1425487) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
- Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
- APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS (Q5283405) (← links)
- An endogenous volatility approach to pricing and hedging call options with transaction costs (Q5397412) (← links)
- A note on convergence of an approximate hedging portfolio with liquidity risk (Q5421590) (← links)
