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Optionsbewertung bei differenzierten Transaktionskosten
Reiß, Ariane - In: OR-Spektrum : quantitative approaches in management 21 (1999) 1/2, pp. 49-70
Persistent link: https://www.econbiz.de/10001411192
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A robust hedging algorithm
Howe, M. A. - In: Journal of economic dynamics & control 21 (1997) 6, pp. 1065-1092
Persistent link: https://www.econbiz.de/10001335978
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Hedging and liquidation under transaction costs in currency markets
Kabanov, Yuri M. - In: Finance and stochastics 3 (1999) 2, pp. 237-248
Persistent link: https://www.econbiz.de/10001367370
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A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša; Pham, Huyên; Touzi, Nizar - In: Finance and stochastics 3 (1999) 1, pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
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Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Kōnstantinidēs, Giōrgos; Zariphopoulou-Souganidis, … - In: Finance and stochastics 3 (1999) 3, pp. 345-369
Persistent link: https://www.econbiz.de/10001389116
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Pricing mortgage default and foreclosure delay
Ambrose, Brent William - In: Journal of money, credit and banking : JMCB 29 (1997) 3, pp. 314-325
Persistent link: https://www.econbiz.de/10001226636
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Valuation of options on several risky assets when there are transactions costs
Boyle, Phelim P. - In: Advances in futures and options research : a research annual 9 (1997), pp. 111-127
Persistent link: https://www.econbiz.de/10001226768
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Pricing of foreign exchange options with transaction costs : the coice of trading interval
Hauser, Shmuel - In: International review of financial analysis 5 (1996) 2, pp. 145-160
Persistent link: https://www.econbiz.de/10001227039
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Mortgage default in local markets
Capozza, Dennis R. - In: Real estate economics : journal of the American Real … 25 (1997) 4, pp. 631-655
Persistent link: https://www.econbiz.de/10001231102
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A hybrid method for pricing European options based on multiple assets with transaction costs
Pacelli, Graziella; Recchioni, Maria Cristina; Zirilli, … - In: Applied mathematical finance 6 (1999) 2, pp. 61-85
Persistent link: https://www.econbiz.de/10001449240