Pages that link to "Item:Q1391437"
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The following pages link to Optimal delta-hedging under transactions costs (Q1391437):
Displayed 16 items.
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← 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)
- On reset option pricing in binomial market with both fixed and proportional transaction costs (Q990579) (← links)
- Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs (Q1039367) (← links)
- Option hedging theory under transaction costs (Q1042722) (← links)
- Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach (Q1294549) (← links)
- Utility based option evaluation with proportional transaction costs (Q1853219) (← links)
- A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
- Small transaction cost asymptotics and dynamic hedging (Q2464226) (← links)
- Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs (Q3437400) (← links)
- Dynamic hedging of single and multi-dimensional options with transaction costs: a generalized utility maximization approach (Q3502191) (← links)
- High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (Q3636736) (← links)
- THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS (Q3648637) (← links)
- WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING (Q4226862) (← links)
- Utility based pricing of contingent claims in incomplete markets (Q4483612) (← links)