Pages that link to "Item:Q850362"
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The following pages link to On the hedging of American options in discrete time markets with proportional transaction costs (Q850362):
Displayed 4 items.
- An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
- Hedging of American options under transaction costs (Q2271728) (← links)