Pages that link to "Item:Q267772"
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The following pages link to American and Bermudan options in currency markets with proportional transaction costs (Q267772):
Displaying 8 items.
- Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions (Q1621616) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431) (← links)
- SENSITIVITIES AND HEDGING OF THE COLLATERAL CHOICE OPTION (Q5048585) (← links)
- Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
- Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
- OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)
