Pages that link to "Item:Q1583143"
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The following pages link to Option pricing and replication with transaction costs and dividends (Q1583143):
Displayed 8 items.
- American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- The American put under transactions costs (Q951505) (← links)
- American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
- Option pricing and replication with transaction costs and dividends (Q1583143) (← links)
- A numerical study of the utility-indifference approach for pricing American options (Q2194809) (← links)
- THE LEAST COST SUPER REPLICATING PORTFOLIO IN THE BOYLE–VORST MODEL WITH TRANSACTION COSTS (Q3520393) (← links)
- Discrete dividends and the FTSE-100 index options valuation (Q5247233) (← links)