Pages that link to "Item:Q3520393"
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The following pages link to THE LEAST COST SUPER REPLICATING PORTFOLIO IN THE BOYLE–VORST MODEL WITH TRANSACTION COSTS (Q3520393):
Displaying 5 items.
- American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
