Pages that link to "Item:Q4365511"
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The following pages link to Option pricing in the CRR model with proportional transaction costs: a cone transformation approach (Q4365511):
Displaying 8 items.
- 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)
- Correlated continuous time random walk and option pricing (Q1619172) (← links)
- European option pricing with transaction costs in Lévy jump environment (Q1724293) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- Optimal hedging in an extended binomial market under transaction costs (Q5001170) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
