The following pages link to Alet Roux (Q267770):
Displaying 13 items.
- American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
- The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
- A counter-example to an option pricing formula under transaction costs (Q881422) (← links)
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
- Linear Vector Optimization and European Option Pricing Under Proportional Transaction Costs (Q2805756) (← links)
- PRICING AND HEDGING GAME OPTIONS IN CURRENCY MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q2836219) (← links)
- Derivative Pricing in Discrete Time (Q2904345) (← links)
- AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS (Q2939923) (← links)
- (Q3190964) (← links)
- An Improved Theta-method for Systems of Ordinary Differential Equations (Q4443218) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
- OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)
