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Option pricing theory
4
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4
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4
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4
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3
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3
Transaction costs
3
Transaktionskosten
3
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Fundamental theorem of asset pricing
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Soner, Halil Mete
10
Barles, Guy
3
Dolinsky, Yan
3
Larsen, Kasper
2
Žitković, Gordan
2
Altarovici, Albert Michael
1
Muhle-Karbe, Johannes
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Touzi, Nizar
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Finance and stochastics
Research paper series / Swiss Finance Institute
20
Swiss Finance Institute Research Paper
17
International journal of production economics
13
Production and operations management : an international journal of the Production and Operations Management Society
13
International journal of production research
11
European journal of operational research : EJOR
10
Production and operations management : the flagship research journal of the Production and Operations Management Society
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Management Science
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Operations research letters
6
Transportation research / E : an international journal
6
Applied Energy
4
International Series in Operations Research & Management Science
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Manufacturing & service operations management : M & SOM
4
Operations research
4
Decision sciences : DS
3
Discussion paper / School of Economics, University of Tasmania
3
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
3
International Journal of Production Economics
3
Manufacturing & Service Operations Management
3
Mathematics of operations research
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Papers / arXiv.org
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Production and Operations Management
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Transportation research : an international journal
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Asian Agricultural Research
2
Australian economic papers
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Career development international
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China economic review : an international journal
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Discussion paper series / IZA
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Dynamic games and applications : DGA
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European Journal of Operational Research
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IZA Discussion Papers
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International review of law and economics
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1
Option pricing with transaction costs and a nonlinear Black-Scholes equation
Barles, Guy
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 369-397
Persistent link: https://www.econbiz.de/10001247135
Saved in:
2
Option pricing with transaction costs and a nonlinear Black-Scholes equation
Barles, Guy
;
Soner, Halil Mete
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 369-398
Persistent link: https://www.econbiz.de/10008218798
Saved in:
3
Option pricing with transaction costs and a nonlinear Black-Scholes equation
Barles, Guy
;
Soner, Halil Mete
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 369-398
Persistent link: https://www.econbiz.de/10008218803
Saved in:
4
Duality and convergence for binomial markets with friction
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
17
(
2013
)
3
,
pp. 447-475
Persistent link: https://www.econbiz.de/10010131734
Saved in:
5
Option hedging for small investors under liquidity costs
Çetin, Umut
;
Soner, Halil Mete
;
Touzi, Nizar
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 317-341
Persistent link: https://www.econbiz.de/10010216487
Saved in:
6
Duality and convergence for binomial markets with friction
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
17
(
2013
)
3
,
pp. 447-475
Persistent link: https://www.econbiz.de/10009756032
Saved in:
7
Asymptotics for fixed transaction costs
Altarovici, Albert Michael
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 363-414
Persistent link: https://www.econbiz.de/10011418150
Saved in:
8
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
9
Facelifting in utility maximization
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
Saved in:
10
Conditional Davis pricing
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 565-599
Persistent link: https://www.econbiz.de/10012518059
Saved in:
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