Pages that link to "Item:Q2707162"
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The following pages link to Randomized Stopping Times and American Option Pricing with Transaction Costs (Q2707162):
Displaying 23 items.
- American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
- Duality and convergence for binomial markets with friction (Q354186) (← links)
- An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
- Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (Q496684) (← links)
- Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
- Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions (Q1621616) (← links)
- Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets (Q1936793) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Hedging of American options under transaction costs (Q2271728) (← links)
- Calculating the American options in the default model (Q2371608) (← links)
- PRICING AND HEDGING GAME OPTIONS IN CURRENCY MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q2836219) (← links)
- Arbitrage-free interval of American contingent claims under proportional transaction cost (Q2937937) (← links)
- AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS (Q2939923) (← links)
- Randomized stopping times and coherent multiperiod risk measures (Q3017918) (← links)
- Pricing American contingent claims by stochastic linear programming (Q3391893) (← links)
- Dynamic consumption and asset allocation with derivative securities (Q3593597) (← links)
- Partial hedging of American contingent claims in a finite discrete time model (Q4614224) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
- Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
- Buyer's quantile hedge portfolios in discrete-time trading (Q5397414) (← links)
- Hedging of game options in discrete markets with transaction costs (Q5410803) (← links)
