Pages that link to "Item:Q4261295"
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The following pages link to Hedging in discrete time under transaction costs and continuous-time limit (Q4261295):
Displayed 4 items.
- An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- A counter-example to an option pricing formula under transaction costs (Q881422) (← links)
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)