The following pages link to Marek Kociński (Q1396957):
Displaying 7 items.
- Pricing of the American option in discrete time under proportional transaction costs (Q1396958) (← links)
- Hedging of the European option in discrete time under proportional transaction costs (Q1762679) (← links)
- (Q2732369) (← links)
- The martingale method of shortfall risk minimization in a discrete time market (Q3144058) (← links)
- Hedging of the European option in discrete time under transaction costs depending on time (Q3561058) (← links)
- Optimality of the replicating strategy for American options (Q4522955) (← links)
- Partial hedging of American contingent claims in a finite discrete time model (Q4614224) (← links)
