Pages that link to "Item:Q956510"
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The following pages link to Computation of reservation prices of options with proportional transaction costs (Q956510):
Displayed 3 items.
- Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
- Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs (Q1039367) (← links)
- Utility based option evaluation with proportional transaction costs (Q1853219) (← links)