Pages that link to "Item:Q4845149"
From MaRDI portal
The following pages link to Simulations of transaction costs and optimal rehedging (Q4845149):
Displaying 6 items.
- European option pricing and hedging with both fixed and proportional transaction costs (Q956487) (← links)
- On reset option pricing in binomial market with both fixed and proportional transaction costs (Q990579) (← links)
- Option hedging theory under transaction costs (Q1042722) (← links)
- Utility-indifference pricing of European options with proportional transaction costs (Q2033077) (← links)
- A numerical study of the utility-indifference approach for pricing American options (Q2194809) (← links)
- Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
