Pages that link to "Item:Q3437400"
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The following pages link to Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs (Q3437400):
Displaying 6 items.
- Robust option pricing (Q297417) (← links)
- Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188) (← links)
- An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs (Q2873539) (← links)
- THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS (Q3648637) (← links)
- Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
- The play operator, the truncated variation and the generalisation of the Jordan decomposition (Q5178132) (← links)
