Pages that link to "Item:Q4994394"

The following pages link to Dynamic hedging portfolios for derivative securities in the presence of large transaction costs (Q4994394):

Displaying 22 items.

• American contingent claims under small proportional transaction costs (Q861832) (← links)
• Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
• Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
• A numerical method for European option pricing with transaction costs nonlinear equation (Q969982) (← links)
• Computing option pricing models under transaction costs (Q980254) (← links)
• On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
• Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
• Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. (Q1605429) (← links)
• Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
• Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
• A Black--Scholes option pricing model with transaction costs (Q1771008) (← links)
• Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
• A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
• Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
• A distributed algorithm for European options with nonlinear volatility (Q2485516) (← links)
• Group formalism of Lie transformations, conservation laws, exact and numerical solutions of non-linear time-fractional Black-Scholes equation (Q2667135) (← links)
• On a Numerical Approximation Scheme for Construction of the Early Exercise Boundary for a Class of Nonlinear Black–Scholes Equations (Q2905429) (← links)
• An introduction to option pricing and the mathematical theory of risk (Q4429201) (← links)
• Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498) (← links)
• Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
• Pricing and hedging derivative securities in markets with uncertain volatilities (Q4994399) (← links)
• In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)