A note on convergence of an approximate hedging portfolio with liquidity risk

ISSN： 1744-2508

Source： Stochastics: An International Journal of Probability and Stochastic Processes, Vol.79, Iss.5, 2007-09, pp. : 419-429

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Liquidity and credit risk

By Cherubini Umberto Della Lunga Giovanni

Applied Mathematical Finance, Vol. 8, Iss. 2, 2001-05 ,pp. : 79-95

Routledge Ltd

Access to resources Recommend Favorite

A Note on Q-order of Convergence

By Jay L.

Bit Numerical Mathematics, Vol. 41, Iss. 2, 2001-03 ,pp. : 422-429

Springer Publishing Company

Access to resources Recommend Favorite

Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs

Applied Mathematical Finance, Vol. 21, Iss. 4, 2014-07 ,pp. : 313-341

Routledge Ltd

Access to resources Recommend Favorite

Rates of convergence of approximate attractors for parabolic equations

By Kolezhuk V. Pilyugin S.

Journal of Mathematical Sciences, Vol. 143, Iss. 2, 2007-05 ,pp. : 2883-2910

Springer Publishing Company

Access to resources Recommend Favorite

Convergence of Newton-Kantorovich Approximations to an Approximate Zero

By Cianciaruso Filomena

Numerical Functional Analysis and Optimization, Vol. 28, Iss. 5-6, 2007-05 ,pp. : 631-645

Taylor & Francis Ltd

Access to resources Recommend Favorite