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1
Strategien zur Absicherung ungewisser Verpflichtungen mit
Transaktionskosten
im Binomialmodell
Wehrmann, Dirk C.
-
1998
Persistent link: https://www.econbiz.de/10000676156
Saved in:
2
Optionsbildung und Absicherung von Optionen unter Berücksichtigung von
Transaktionskosten
Safarian, Mher M.
-
1997
Persistent link: https://www.econbiz.de/10000962754
Saved in:
3
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
-
2009
Persistent link: https://www.econbiz.de/10003863665
Saved in:
4
Valuing options with transaction costs : a generalized approach from a decision analytic perspective
Ninomiya, Kazuhiro
-
2003
Persistent link: https://www.econbiz.de/10003623907
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Exponential
hedging
and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
Saved in:
10
American options, numerical methods and risk management
Kōnstantinidēs, Giōrgos
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001548985
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