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On the information content of futures prices : application to LME nonferrous metal futures
Martinot, Natacha; Lesourd, Jean-Baptiste; Morard, Bernard - 2000
Persistent link: https://www.econbiz.de/10001503795
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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
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A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno - 2000
Persistent link: https://www.econbiz.de/10001548990
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Dual characterization of super-hedging prices in a currency market with proportional transaction costs
Schmidt, Markus R. - 1999
Persistent link: https://www.econbiz.de/10001461438
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Dynamic hedging strategies and option pricing in bond market models with transaction costs
Heinzl, Thomas Anton - 1999
Persistent link: https://www.econbiz.de/10001463909
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Optimal delta-hedging under transactions costs
Clewlow, Les - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1353-1376
Persistent link: https://www.econbiz.de/10001222045
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An asymptotic analysis of an optimal hedging model for option pricing with transaction costs
Whalley, A. E. - In: Mathematical finance : an international journal of … 7 (1997) 3, pp. 307-324
Persistent link: https://www.econbiz.de/10001224009
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Arbitrage with hedging by forward contracts : exploited and exploitable profits
Ghosh, Dilip K. - In: The European journal of finance 3 (1997) 4, pp. 349-361
Persistent link: https://www.econbiz.de/10001236099
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Trading frequency and implied transaction costs of foreign exchange options
Hauser, Shmuel - In: Advances in futures and options research : a research annual 7 (1994), pp. 37-45
Persistent link: https://www.econbiz.de/10001193406