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Option pricing theory
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Finance and stochastics
Research paper series / Swiss Finance Institute
20
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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 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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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