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Option trading
Finanzmathematik
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Mathematical finance
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Option pricing theory
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Optionspreistheorie
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Theorie
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Theory
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Transaction costs
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Black-Scholes model
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Transaktionskosten
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American options
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Credit risk
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Financial Engineering
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Financial market
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Martingale measure
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dual representation
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mixed stopping times
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superhedging
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transaction costs
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Aktienmarkt
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Zastawniak, Tomasz
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Roux, Alet
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International journal of theoretical and applied finance
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Quantitative finance
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American options with gradual exercise under proportional transaction costs
Roux, Alet
;
Zastawniak, Tomasz
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10010498817
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2
Pricing high-dimensional American options by kernel ridge regression
Hu, Wenbin
;
Zastawniak, Tomasz
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 851-865
Persistent link: https://www.econbiz.de/10012262630
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