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1دورية أكاديمية
المؤلفون: Dolinsky, Yan, Kifer, Yuri
مصطلحات موضوعية: Game option, transaction cost, hedging with friction, risk minimization, 91G10, 91G20, 60F15, 60G40, 60G44
وصف الملف: application/pdf
العلاقة: http://projecteuclid.org/euclid.aap/1474296321Test; Adv. in Appl. Probab. 48, no. 3 (2016), 926-946
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2دورية أكاديمية
المؤلفون: Bank, Peter, Dolinsky, Yan, Gökay, Selim
مصطلحات موضوعية: Super-replication, hedging with friction, volatility uncertainty, limit theorems, 91G10, 91G40
وصف الملف: application/pdf
العلاقة: http://projecteuclid.org/euclid.aoap/1465905016Test; Ann. Appl. Probab. 26, no. 3 (2016), 1698-1726
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المؤلفون: Selim Gökay, Peter Bank, Yan Dolinsky
المصدر: Ann. Appl. Probab. 26, no. 3 (2016), 1698-1726
مصطلحات موضوعية: Statistics and Probability, volatility uncertainty, 01 natural sciences, 91G10, 91G10, 91G60, FOS: Economics and business, 010104 statistics & probability, 0502 economics and business, Econometrics, FOS: Mathematics, 0101 mathematics, Super-replication, Mathematics, Transaction cost, 050208 finance, 05 social sciences, Stochastic game, Probability (math.PR), limit theorems, 91G40, Infimum and supremum, Mathematical Finance (q-fin.MF), Stock price, Nonlinear system, Scaling limit, Discrete time and continuous time, Quantitative Finance - Mathematical Finance, hedging with friction, Statistics, Probability and Uncertainty, Volatility (finance), Mathematics - Probability
وصف الملف: application/pdf
الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6f46947fe4a9fa41cab22d13c574140aTest
http://projecteuclid.org/euclid.aoap/1465905016Test -
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المؤلفون: Yuri Kifer, Yan Dolinsky
المصدر: Adv. in Appl. Probab. 48, no. 3 (2016), 926-946
مصطلحات موضوعية: Statistics and Probability, 91G10, 91G20, 01 natural sciences, 91G10, FOS: Economics and business, 010104 statistics & probability, Portfolio Management (q-fin.PM), Shortfall risk, Computer Science::Computational Engineering, Finance, and Science, Econometrics, Trading strategy, Game option, 60G44, 0101 mathematics, risk minimization, 60G40, Quantitative Finance - Portfolio Management, Computer Science::Databases, Mathematics, Transaction cost, Applied Mathematics, 010102 general mathematics, 91G20, Mathematical Finance (q-fin.MF), Order (business), Quantitative Finance - Mathematical Finance, Bounded function, transaction cost, hedging with friction, Portfolio, Minification, 60F15
وصف الملف: application/pdf
الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ab4e16ab5a53f50fd43f1c3afa21270aTest