16 citations to 10.1007/s00780-010-0130-z (Crossref Cited-By Service)
  1. Romuald Elie, Emmanuel Lepinette-Denis, “Approximate Hedging for Non Linear Transaction Costs on the Volume of Traded Assets”, SSRN Journal, 2013  crossref
  2. Thai Huu Nguyen, Serguei Pergamenshchikov, “APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS”, Mathematical Finance, 27, № 3, 2017, 832  crossref
  3. Sebastien Darses, Emmanuel Lepinette-Denis, “Mean Square Error and Limit Theorem for the Modi fied Leland Hedging Strategy with a Constant Transaction Costs Coefficient”, SSRN Journal, 2012  crossref
  4. TOMMI SOTTINEN, LAURI VIITASAARI, “CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS”, Int. J. Theor. Appl. Finan., 21, № 02, 2018, 1850015  crossref
  5. Sébastien Darses, Emmanuel Lépinette, Inspired by Finance, 2014, 159  crossref
  6. Masaaki Fukasawa, “Discretization error of stochastic integrals”, Ann. Appl. Probab., 21, № 4, 2011  crossref
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