Pages that link to "Item:Q5283405"
From MaRDI portal
The following pages link to APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS (Q5283405):
Displaying 5 items.
- A constructive method for convex solutions of a class of nonlinear Black-Scholes equations (Q2323118) (← links)
- Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051) (← links)
- Valuation of European options with stochastic interest rates and transaction costs (Q5063448) (← links)
- Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
- Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)
