Pages that link to "Item:Q1776603"
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The following pages link to Hedging American contingent claims with constrained portfolios under proportional transaction costs (Q1776603):
Displayed 3 items.
- The application of backward stochastic differential equation with stopping time in hedging American contingent claims (Q603497) (← links)
- Hedging American contingent claims with arbitrage costs (Q2482406) (← links)
- On the pricing of American contingent claims under transaction costs and multiple risky assets (Q2482527) (← links)