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Small transaction cost asymptotics and dynamic hedging
2 个回复 - 1065 次查看【作者(必填)】 [*]Claudio Albanesea, , [*]Stathis Tompaidisb 【文题(必填)】Small transaction cost asymptotics and dynamic hedging 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.s ...2013-4-21 09:23 - 迷途mitu - 求助成功区

Dynamic hedging of single and multi-dimensional options with transaction costs
1 个回复 - 618 次查看【作者(必填)】Peter J. Meindl & James A. Primbs 【文题(必填)】Dynamic hedging of single and multi-dimensional options with transaction costs: a generalized utility maximization approach 【年份(必 ...2015-3-27 09:28 - lipj - 求助成功区

求正式版On Quadratic Cost Criteria for Option Hedging
1 个回复 - 871 次查看【作者(必填)】 Manfred Schäl 【文题(必填)】On Quadratic Cost Criteria for Option Hedging 【年份(必填)】 [*] > [*]Mathematics of Operations Research> [*]All Issues> [*]Volume 19, Issue 1 ...2015-1-9 04:32 - ssylzz - 求助成功区

Margins, Liquidity, and the Cost of Hedging
2 个回复 - 612 次查看【作者(必填)】 [*]Antonio S. Mello1, [*]John E. Parsons2 【文题(必填)】Margins, Liquidity, and the Cost of Hedging 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://onlinelibrary.wi ...2013-12-6 14:31 - 迷途mitu - 求助成功区

【独家发布】Hedging Costs for Variable Annuities
0 个回复 - 717 次查看 Hedging Costs for Variable Annuities 免费2013-11-19 18:19 - yougan - 金融学（理论版）

Dynamic Hedging Under Jump Diffusion with Transaction Costs
1 个回复 - 700 次查看【作者(必填)】 [*]J. S. Kennedy (shannon.kennedy@morganstanley.com), [*]P. A. Forsyth (paforsyt@uwaterloo.ca) and [*]K. R. Vetzal (kvetzal@uwaterloo.ca) 【文题(必填)】Dynamic Hedging Under Jump ...2013-4-21 09:38 - 迷途mitu - 求助成功区

HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROAC
1 个回复 - 779 次查看【作者(必填)】 [*]Jakša Cvitanić, [*]Ioannis Karatzas§ 【文题(必填)】HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH†‡ 【年份(必填)】2006 ...2013-4-21 09:29 - 迷途mitu - 求助成功区

Hedging under Transaction Costs in Currency Markets
1 个回复 - 793 次查看【作者(必填)】 [*]YURI M. KABANOV1, [*]GüNTER LAST2 【文题(必填)】Hedging under Transaction Costs in Currency Markets: a Continuous-Time Model† 【年份(必填)】2003 【全文链接或数据库名 ...2013-4-21 09:26 - 迷途mitu - 求助成功区

求助文献Competing Methods for Option Hedging in the Presence of Transaction Cost
2 个回复 - 1516 次查看【作者(必填)】 Lionel Martellini and Philippe Priaulet 【文题(必填)】 Competing Methods for Option Hedging in the Presence of Transaction Costs 【年份(必填)】 2002 【全文链 ...2012-2-17 12:36 - lbing2010 - 求助成功区

Hedging option portfolios with transaction costs and bandwidth（免费）
2 个回复 - 1438 次查看 Black-Sholes期权定价模型加入交易费用的推广2011-10-4 16:54 - ly517588 - 金融工程（数量金融）与金融衍生品

问个问题，和hedging cost
1 个回复 - 4201 次查看问个问题，有谁知道hedging cost怎么解释。？？具体是什么意思？？2007-9-12 10:50 - flybest - 金融学（理论版）

option pricing and hedging with both fixed and proportional transaction costs
2 个回复 - 1481 次查看 option pricing and hedging with both fixed and proportional transaction costs2010-3-4 14:49 - fflgz - 金融工程（数量金融）与金融衍生品

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