66 citations to 10.1007/s007800050023 (Crossref Cited-By Service)
  1. Junhuan Zhang, Wenjun Huang, “Option hedging using LSTM-RNN: an empirical analysis”, Quantitative Finance, 21, no. 10, 2021, 1753  crossref
  2. Thai Nguyen, Sergey Markovich Pergamenshchikov, “Аппроксимационное хеджирование с постоянными пропорциональными операционными издержками на финансовых рынках со скачками”, Теория вероятностей и ее применения, 65, no. 2, 2020, 281  crossref
  3. Emmanuel Denis, “Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs”, Applied Mathematical Finance, 17, no. 6, 2010, 491  crossref
  4. L. A. Bordag, “Study of the risk-adjusted pricing methodology model with methods of geometrical analysis”, Stochastics, 83, no. 4-6, 2011, 333  crossref
  5. Simon Ellersgaard, Martin Tegnér, “Optimal Hedge Tracking Portfolios in a Limit Order Book”, Mark. Microstructure Liq., 03, no. 02, 2017, 1850003  crossref
  6. Abdulaziz Alsenafi, Fares Alazemi, Alireza Najafi, “Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with w sources of risk in fuzzy environment”, Journal of Computational and Applied Mathematics, 2024, 116165  crossref
Previous
1
2
3
4
5
6
7