Pages that link to "Item:Q2464226"
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The following pages link to Small transaction cost asymptotics and dynamic hedging (Q2464226):
Displayed 4 items.
- Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
- Efficient hedging of options with probabilistic Haar wavelets (Q1952693) (← links)
- An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs (Q2873539) (← links)
- Arbitrage-free interval and dynamic hedging in an illiquid market (Q5397440) (← links)