Pages that link to "Item:Q1583143"

The following pages link to Option pricing and replication with transaction costs and dividends (Q1583143):

Displaying 8 items.

• American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
• American contingent claims under small proportional transaction costs (Q861832) (← links)
• The American put under transactions costs (Q951505) (← links)
• American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
• Option pricing and replication with transaction costs and dividends (Q1583143) (← links)
• A numerical study of the utility-indifference approach for pricing American options (Q2194809) (← links)
• THE LEAST COST SUPER REPLICATING PORTFOLIO IN THE BOYLE–VORST MODEL WITH TRANSACTION COSTS (Q3520393) (← links)
• Discrete dividends and the FTSE-100 index options valuation (Q5247233) (← links)