Pages that link to "Item:Q850362"

The following pages link to On the hedging of American options in discrete time markets with proportional transaction costs (Q850362):

Displaying 11 items.

• American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
• An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
• American contingent claims under small proportional transaction costs (Q861832) (← links)
• American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
• Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions (Q1621616) (← links)
• Dynkin's games and Israeli options (Q1952697) (← links)
• Hedging of American options under transaction costs (Q2271728) (← links)
• Pathwise superhedging under proportional transaction costs (Q2675368) (← links)
• AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS (Q2939923) (← links)
• Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
• Hedging of game options in discrete markets with transaction costs (Q5410803) (← links)