Pages that link to "Item:Q1364395"

The following pages link to On the possibility of hedging options in the presence of transaction costs (Q1364395):

Displaying 34 items.

• On the functional Hodrick-Prescott filter with non-compact operators (Q254482) (← links)
• Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
• Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
• Duality and convergence for binomial markets with friction (Q354186) (← links)
• Hedging of game options with the presence of transaction costs (Q389062) (← links)
• Consistent price systems in multiasset markets (Q448327) (← links)
• Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188) (← links)
• Robust hedging with proportional transaction costs (Q468414) (← links)
• The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060) (← links)
• A functional Hodrick-Prescott filter (Q522941) (← links)
• American contingent claims under small proportional transaction costs (Q861832) (← links)
• Explicit characterization of the super-replication strategy in financial markets with partial transaction costs (Q877726) (← links)
• Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
• Brownian moving averages have conditional full support (Q957520) (← links)
• American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
• Optimal trading strategy for European options with transaction costs. (Q1399565) (← links)
• The super-replication problem via probabilistic methods (Q1413690) (← links)
• Price functionals with bid-ask spreads: An axiomatic approach (Q1592527) (← links)
• Super-replication with fixed transaction costs (Q1737955) (← links)
• Explicit solution to the multivariate super-replication problem under transaction costs. (Q1872495) (← links)
• Option replication with transaction cost under Knightian uncertainty (Q2066047) (← links)
• Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
• Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
• Small time path behavior of double stochastic integrals and applications to stochastic control (Q2496497) (← links)
• The multi-dimensional super-replication problem under gamma constraints (Q2575852) (← links)
• MULTIPLICATIVE APPROXIMATION OF WEALTH PROCESSES INVOLVING NO-SHORT-SALES STRATEGIES VIA SIMPLE TRADING (Q2847245) (← links)
• LIMIT THEOREMS FOR PARTIAL HEDGING UNDER TRANSACTION COSTS (Q2875729) (← links)
• Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
• NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
• The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time (Q4464011) (← links)
• Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model (Q4548069) (← links)
• Hedging under Transaction Costs in Currency Markets: a Continuous-Time Model (Q4548070) (← links)
• Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
• General indifference pricing with small transaction costs (Q5278183) (← links)