Pages that link to "Item:Q2939923"
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The following pages link to AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS (Q2939923):
Displaying 3 items.
- Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions (Q1621616) (← 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)
