Pages that link to "Item:Q2707136"
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The following pages link to On the Pricing of Contingent Claims with Frictions (Q2707136):
Displayed 3 items.
- Hedging American contingent claims with constrained portfolios under proportional transaction costs (Q1776603) (← links)
- Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)