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Risks : open access journal
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date (oldest first)
1
Essays on derivatives pricing in incomplete markets
Gerer, Johannes
-
2016
Persistent link: https://www.econbiz.de/10012128861
Saved in:
2
Dynamic conic finance : pricing and
hedging
in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
3
Approximate
hedging
in a local volatility model with proportional transaction costs
Lépinette, Emmanuel
;
Tran, Tuan
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 313-341
Persistent link: https://www.econbiz.de/10010499677
Saved in:
4
Limit theorems for partial
hedging
under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
5
Hedging
options including transaction costs in incomplete markets
Safarian, Mher M.
-
2014
In this paper we study a
hedging
problem for European options taking into account the presence of transaction costs. In … martingale price process shows the existence of a risk minimizing
hedging
strategy. …
Persistent link: https://www.econbiz.de/10010344251
Saved in:
6
Convex duality with transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Mathematics of operations research
42
(
2017
)
2
,
pp. 448-471
Persistent link: https://www.econbiz.de/10011684447
Saved in:
7
Option pricing and
hedging
with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
8
Conditional-mean
hedging
under transaction costs in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
9
Strategien zur Absicherung ungewisser Verpflichtungen mit
Transaktionskosten
im Binomialmodell
Wehrmann, Dirk C.
-
1998
Persistent link: https://www.econbiz.de/10000676156
Saved in:
10
Optionsbildung und Absicherung von Optionen unter Berücksichtigung von
Transaktionskosten
Safarian, Mher M.
-
1997
Persistent link: https://www.econbiz.de/10000962754
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