Pages that link to "Item:Q956487"

The following pages link to European option pricing and hedging with both fixed and proportional transaction costs (Q956487):

Displayed 7 items.

• A numerical method for European option pricing with transaction costs nonlinear equation (Q969982) ‎ (← links)
• Computing option pricing models under transaction costs (Q980254) ‎ (← links)
• Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357) ‎ (← links)
• Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs (Q1039367) ‎ (← links)
• Option hedging theory under transaction costs (Q1042722) ‎ (← links)
• Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs (Q3437400) ‎ (← links)
• THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS (Q3648637) ‎ (← links)