Pages that link to "Item:Q861832"

The following pages link to American contingent claims under small proportional transaction costs (Q861832):

Displaying 7 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)
• A counter-example to an option pricing formula under transaction costs (Q881422) (← links)
• Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← 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)
• Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)