Pages that link to "Item:Q1601359"
From MaRDI portal
The following pages link to Option pricing by large risk aversion utility under transaction costs (Q1601359):
Displaying 8 items.
- Essential supremum and essential maximum with respect to random preference relations (Q393279) (← links)
- Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441) (← links)
- Convergence of utility indifference prices to the superreplication price (Q857825) (← links)
- European option pricing and hedging with both fixed and proportional transaction costs (Q956487) (← links)
- Option hedging theory under transaction costs (Q1042722) (← links)
- A note on utility-based pricing in models with transaction costs (Q2351403) (← links)
- On barrier option pricing in binomial market with transaction costs (Q2383667) (← links)
- No arbitrage conditions and liquidity (Q2642001) (← links)
