Pages that link to "Item:Q1605429"
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The following pages link to Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. (Q1605429):
Displayed 9 items.
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Equilibrium pricing bounds on option prices (Q941015) (← links)
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- Progressive option bounds from the sequence of concurrently expiring options. (Q1406968) (← links)
- The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
- European option pricing with transaction costs in Lévy jump environment (Q1724293) (← links)
- Option market trading activity and the estimation of the pricing kernel: a Bayesian approach (Q2173190) (← links)
- Portfolio Choice with Transaction Costs: A User’s Guide (Q2847837) (← links)
- Risk Arbitrage Opportunities for Stock Index Options (Q4994145) (← links)