Pages that link to "Item:Q2271728"
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The following pages link to Hedging of American options under transaction costs (Q2271728):
Displaying 13 items.
- American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
- Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (Q740666) (← links)
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
- Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions (Q1621616) (← links)
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- Asymptotic arbitrage in large financial markets with friction (Q1938994) (← links)
- No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← links)
- Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs (Q2797754) (← links)
- General financial market model defined by a liquidation value process (Q2804555) (← links)
- AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS (Q2939923) (← links)
- VECTOR-VALUED COHERENT RISK MEASURE PROCESSES (Q4979884) (← links)
- (Q5044308) (← links)
- A Complement to the Grigoriev Theorem for the Kabanov Model (Q5120714) (← links)
