Pages that link to "Item:Q4919619"
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The following pages link to MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE (Q4919619):
Displaying 10 items.
- Risk preference, option pricing and portfolio hedging with proportional transaction costs (Q1674295) (← links)
- How fast does it diverge? Discrete hedging error with transaction costs (Q2046239) (← links)
- Approximate hedging for nonlinear transaction costs on the volume of traded assets (Q2516769) (← links)
- Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient (Q4561931) (← links)
- Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs (Q4586034) (← links)
- Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
- Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
- APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS (Q5283405) (← links)
- Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)
- Optimal investment and consumption for financial markets with jumps under transaction costs (Q6181518) (← links)
