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Risikominimierung in Finanzmärkten unter Berücksichtigung von Transaktionskosten
Beutner, Eric - 2005
Persistent link: https://www.econbiz.de/10002896461
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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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Hedging under transaction costs in currency markets: a discrete-time model
Delbaen, Freddy; Kabanov, Jurij M.; Valkeila, Esko - In: Mathematical finance : an international journal of … 12 (2002) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10001686163
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Hedging under transaction costs in currency markets: a continuous-time model
Kabanov, Jurij M.; Last, Günter - In: Mathematical finance : an international journal of … 12 (2002) 1, pp. 63-70
Persistent link: https://www.econbiz.de/10001686166
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Hedging large risks reduces the transaction costs
Selmi, Farhat; Bouchaud, Jean-Philippe - In: Finance India : the quarterly journal of Indian … 16 (2002) 3, pp. 1005-1014
Persistent link: https://www.econbiz.de/10001713431
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Futures trading and supply contracting in the oil refining industry
Sykuta, Michael Earl - In: The journal of corporate finance : contracting, … 2 (1996) 4, pp. 317-334
Persistent link: https://www.econbiz.de/10001204467
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On the optimal mix of corporate hedging instruments : linear versus nonlinear derivatives
Gay, Gerrald d.; Nam, Jouahn; Turac, Marian - In: The journal of futures markets 23 (2002) 3, pp. 217-239
Persistent link: https://www.econbiz.de/10001765105
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High order compact finite difference schemes for a nonlinear black-scholes equation
Düring, Bertram; Fournié, Michel; Jüngel, Ansgar - In: International journal of theoretical and applied finance 6 (2003) 7, pp. 767-789
Persistent link: https://www.econbiz.de/10001820885