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Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C. - 1998
Persistent link: https://www.econbiz.de/10000676156
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Optionsbildung und Absicherung von Optionen unter Berücksichtigung von Transaktionskosten
Safarian, Mher M. - 1997
Persistent link: https://www.econbiz.de/10000962754
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Essays on market frictions and model misspecification in asset pricing
Seeger, Norman - 2009
Persistent link: https://www.econbiz.de/10003863665
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Valuing options with transaction costs : a generalized approach from a decision analytic perspective
Ninomiya, Kazuhiro - 2003
Persistent link: https://www.econbiz.de/10003623907
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European option pricing and hedging with both fixed and proportional transaction costs
Zakamouline, Valeri I. - In: Journal of economic dynamics & control 30 (2006) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10003251094
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Super-replication under proportional transaction costs : from discrete to continuous-time models
Touzi, Nizar - In: Mathematical methods of operations research 50 (1999) 2, pp. 297-320
Persistent link: https://www.econbiz.de/10001428812
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Minimizing transaction costs of option hedging strategies
Grannan, E. R. - In: Mathematical finance : an international journal of … 6 (1996) 4, pp. 341-364
Persistent link: https://www.econbiz.de/10001208937
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Utility maximization on the real line under proportional transaction costs
Bouchard, Bruno - In: Finance and stochastics 6 (2002) 4, pp. 495-516
Persistent link: https://www.econbiz.de/10001702785
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Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno - 2000
Persistent link: https://www.econbiz.de/10001548982
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American options, numerical methods and risk management
Kōnstantinidēs, Giōrgos (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001548985