Pages that link to "Item:Q4698069"
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The following pages link to Path-dependent options and transaction costs (Q4698069):
Displayed 8 items.
- Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility (Q2246975) (← links)
- European option pricing under stochastic volatility jump-diffusion models with transaction cost (Q2308485) (← links)
- CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs (Q2671651) (← links)
- Double knock-out Asian barrier options which widen or contract as they approach maturity (Q3395741) (← links)
- Dynamic hedging of single and multi-dimensional options with transaction costs: a generalized utility maximization approach (Q3502191) (← links)
- A new computational tool for analysing dynamic hedging under transaction costs (Q3518380) (← links)
- Option Pricing with Transaction Costs and Stochastic Interest Rate (Q4586314) (← links)
- Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506) (← links)