Pages that link to "Item:Q1396958"
From MaRDI portal
The following pages link to Pricing of the American option in discrete time under proportional transaction costs (Q1396958):
Displaying 3 items.
- American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← 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)
