Pages that link to "Item:Q457188"

The following pages link to Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188):

Displayed 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)