Pages that link to "Item:Q1853219"
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The following pages link to Utility based option evaluation with proportional transaction costs (Q1853219):
Displayed 4 items.
- Optimal R\&D investment for a risk-averse entrepreneur (Q631241) (← links)
- On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (Q956391) (← links)
- Computation of reservation prices of options with proportional transaction costs (Q956510) (← links)
- Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs (Q1039367) (← links)