Pages that link to "Item:Q457188"
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The following pages link to Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188):
Displaying 9 items.
- Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
- Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
- Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
- OPTION PRICING AND HEDGING WITH SMALL TRANSACTION COSTS (Q3195491) (← links)
- Optimal Switching between Locking Down and Opening the Economy Because of an Infection (Q5013556) (← links)
- General indifference pricing with small transaction costs (Q5278183) (← links)
- OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)
