Pages that link to "Item:Q4328512"
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The following pages link to On Super-Replication in Discrete Time under Transaction Costs (Q4328512):
Displaying 9 items.
- Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
- Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095) (← links)
- Utility maximization in markets with bid–ask spreads (Q3017887) (← links)
- Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← 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)
