Pages that link to "Item:Q3643086"
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The following pages link to The decoupling approach to binomial pricing of multi-asset options (Q3643086):
Displayed 8 items.
- American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
- Set-valued average value at risk and its computation (Q356482) (← links)
- Benson type algorithms for linear vector optimization and applications (Q743969) (← links)
- A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431) (← links)
- Linear Vector Optimization and European Option Pricing Under Proportional Transaction Costs (Q2805756) (← links)
- AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS (Q2939923) (← links)
- AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS (Q4979885) (← links)
- Time Consistency of the Mean-Risk Problem (Q5031608) (← links)