Pages that link to "Item:Q2707152"
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The following pages link to Option Pricing in Discrete-Time Incomplete Market Models (Q2707152):
Displayed 8 items.
- American contingent claims under small proportional transaction costs (Q861832) (← 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)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- Convex hedging of non-superreplicable claims in discrete-time market models (Q2454079) (← links)
- THE LEAST COST SUPER REPLICATING PORTFOLIO IN THE BOYLE–VORST MODEL WITH TRANSACTION COSTS (Q3520393) (← links)
- AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS (Q4979885) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)