Pages that link to "Item:Q4698068"
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The following pages link to A note on super-replicating strategies (Q4698068):
Displaying 11 items.
- Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370) (← links)
- The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060) (← links)
- Explicit characterization of the super-replication strategy in financial markets with partial transaction costs (Q877726) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- On the possibility of hedging options in the presence of transaction costs (Q1364395) (← links)
- The super-replication problem via probabilistic methods (Q1413690) (← links)
- Explicit solution to the multivariate super-replication problem under transaction costs. (Q1872495) (← links)
- Option replication with transaction cost under Knightian uncertainty (Q2066047) (← links)
- Pricing a European Basket Option in the Presence of Proportional Transaction Costs (Q3424325) (← links)
- General indifference pricing with small transaction costs (Q5278183) (← links)
- An endogenous volatility approach to pricing and hedging call options with transaction costs (Q5397412) (← links)
