Pages that link to "Item:Q4845149"
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The following pages link to Simulations of transaction costs and optimal rehedging (Q4845149):
Displaying 9 items.
- European option pricing and hedging with both fixed and proportional transaction costs (Q956487) (← links)
- On reset option pricing in binomial market with both fixed and proportional transaction costs (Q990579) (← links)
- Option hedging theory under transaction costs (Q1042722) (← links)
- Utility-indifference pricing of European options with proportional transaction costs (Q2033077) (← links)
- A numerical study of the utility-indifference approach for pricing American options (Q2194809) (← links)
- Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
- EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS (Q2746235) (← links)
- A NOTE ON UTILITY INDIFFERENCE PRICING (Q2828052) (← links)
- Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs (Q3437400) (← links)
