Pages that link to "Item:Q3063878"
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The following pages link to Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs (Q3063878):
Displaying 6 items.
- Super-replication with fixed transaction costs (Q1737955) (← links)
- How fast does it diverge? Discrete hedging error with transaction costs (Q2046239) (← links)
- A constructive method for convex solutions of a class of nonlinear Black-Scholes equations (Q2323118) (← links)
- Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient (Q4561931) (← links)
- Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs (Q4586034) (← links)
- MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE (Q4919619) (← links)
