Pages that link to "Item:Q1605429"
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The following pages link to Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. (Q1605429):
Displayed 4 items.
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Equilibrium pricing bounds on option prices (Q941015) (← links)
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- Progressive option bounds from the sequence of concurrently expiring options. (Q1406968) (← links)