Related content

Hedging of the European option in discrete time under proportional transaction costs

By Kociński Marek  

Mathematical Methods of Operations Research, Vol. 59, Iss. 2, 2004-06 ,pp. : 315-328

Springer Publishing Company

Access to resources Recommend Favorite

Discrete–time delta hedging and the Black–Scholes model with transaction costs

By Mastinšek Miklavž  

Mathematical Methods of Operations Research, Vol. 64, Iss. 2, 2006-10 ,pp. : 227-236

Springer Publishing Company

Access to resources Recommend Favorite

Hedging of game options in discrete markets with transaction costs

By Kifer Yuri  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 85, Iss. 4, 2013-08 ,pp. : 667-681

Taylor & Francis Ltd

Access to resources Recommend Favorite

On the pricing and hedging of volatility derivatives

By Howison Sam   Rafailidis Avraam   Rasmussen Henrik  

Applied Mathematical Finance, Vol. 11, Iss. 4, 2004-12 ,pp. : 317-346

Routledge Ltd

Access to resources Recommend Favorite

A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts

By Mittal Garima   Mehlawat Mukesh Kumar  

Optimization, Vol. 63, Iss. 10, 2014-10 ,pp. : 1595-1613

Taylor & Francis Ltd

Access to resources Recommend Favorite