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Presale contract and its embedded default and abandonment options
Chan, Su Han; Wang, Ko; Yang, Jing - In: The journal of real estate finance and economics 44 (2012) 1/2, pp. 116-152
Persistent link: https://www.econbiz.de/10009541349
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Option pricing and replication with transaction costs and dividends
Perrakis, Stylianos; Lefoll, Jean - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1527-1561
Persistent link: https://www.econbiz.de/10001508747
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A hybrid method for pricing European options based on multiple assets with transaction costs
Pacelli, Graziella; Recchioni, Maria Cristina; Zirilli, … - In: Applied mathematical finance 6 (1999) 2, pp. 61-85
Persistent link: https://www.econbiz.de/10001449240
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Super-replication under proportional transaction costs : from discrete to continuous-time models
Touzi, Nizar - In: Mathematical methods of operations research 50 (1999) 2, pp. 297-320
Persistent link: https://www.econbiz.de/10001428812
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Dual characterization of super-hedging prices in a currency market with proportional transaction costs
Schmidt, Markus R. - 1999
Persistent link: https://www.econbiz.de/10001461438
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Dynamic hedging strategies and option pricing in bond market models with transaction costs
Heinzl, Thomas Anton - 1999
Persistent link: https://www.econbiz.de/10001463909
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Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C. - 1998
Persistent link: https://www.econbiz.de/10000676156
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Bewertung von Optionen unter Transaktionskosten : mit 21 Tabellen
Reiß, Ariane - 1998
Persistent link: https://www.econbiz.de/10000975258
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Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François; Pham, Huyên; Touzi, Nizar - 1996
Persistent link: https://www.econbiz.de/10000950709
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Local risk-minimization under transaction costs
Lamberton, Damien; Pham, Huyên; Schweizer, Martin - 1998
Persistent link: https://www.econbiz.de/10000992328