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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
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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
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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
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LIQUIDITY IN A BINOMIAL MARKET
Gökay, Selim; Soner, Halil Mete - In: Mathematical finance : an international journal of … 22 (2012) 2, pp. 250-277
Persistent link: https://www.econbiz.de/10009830078
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Hedging in incomplete markets with HARA utility
Duffie, Darrell; Fleming, Wendell; Mete Soner, H.; … - In: Journal of economic dynamics & control 21 (1997) 4-5, pp. 753-782
Persistent link: https://www.econbiz.de/10006792640