Pages that link to "Item:Q2836219"
From MaRDI portal
The following pages link to PRICING AND HEDGING GAME OPTIONS IN CURRENCY MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q2836219):
Displayed 4 items.
- Path-dependent game options with Asian features (Q2128183) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
- Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
