Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Ho, Alan F.
2003.
Optimal trading strategy for European options with transaction costs.
Advances in Mathematics,
Vol. 177,
Issue. 1,
p.
1.
Imai, Hitoshi
Ishimura, Naoyuki
Mottate, Ikumi
and
Nakamura, Masaaki
2007.
On the Hoggard–Whalley–Wilmott Equation for the Pricing of Options with Transaction Costs.
Asia-Pacific Financial Markets,
Vol. 13,
Issue. 4,
p.
315.
BORDAG, L. A.
and
CHMAKOVA, A. Y.
2007.
EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES.
International Journal of Theoretical and Applied Finance,
Vol. 10,
Issue. 01,
p.
1.
Whalley, A. Elizabeth
2008.
Optimal Partial Hedging of Options with Small Transaction Costs.
SSRN Electronic Journal,
Ishimura, Naoyuki
2010.
Remarks on the Nonlinear Black-Scholes Equations with the Effect of Transaction Costs.
Asia-Pacific Financial Markets,
Vol. 17,
Issue. 3,
p.
241.
Whalley, A. Elizabeth
2011.
Optimal partial hedging of options with small transaction costs.
Journal of Futures Markets,
Vol. 31,
Issue. 9,
p.
855.
Atkinson, C.
and
Ingpochai, P.
2012.
The Effect of Correlation and Transaction Costs on the Pricing of Basket Options.
Applied Mathematical Finance,
Vol. 19,
Issue. 2,
p.
131.
ZAHN, JOCHEN
2012.
UTILITY BASED PRICING AND HEDGING OF JUMP DIFFUSION PROCESSES WITH A VIEW TO APPLICATIONS.
International Journal of Theoretical and Applied Finance,
Vol. 15,
Issue. 07,
p.
1250052.
Li, Steven
and
Abdullah, Mimi Hafizah
2012.
Implied transaction costs by Leland option pricing model: A new approach and empirical evidence.
Journal of Derivatives & Hedge Funds,
Vol. 18,
Issue. 4,
p.
333.
Fukasawa, Masaaki
2014.
Efficient discretization of stochastic integrals.
Finance and Stochastics,
Vol. 18,
Issue. 1,
p.
175.
Łochowski, R.
and
Ghomrasni, R.
2015.
The play operator, the truncated variation and the generalisation of the Jordan decomposition.
Mathematical Methods in the Applied Sciences,
Vol. 38,
Issue. 3,
p.
403.
Imaki, Shota
Imajo, Kentaro
Ito, Katsuya
Minami, Kentaro
and
Nakagawa, Kei
2021.
No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging.
SSRN Electronic Journal ,
González-Sánchez, Mariano
Ibáñez Jiménez, Eva M.
and
Segovia San Juan, Ana I.
2021.
Market and Liquidity Risks Using Transaction-by-Transaction Information.
Mathematics,
Vol. 9,
Issue. 14,
p.
1678.
Cohen, Samuel N.
Snow, Derek
and
Szpruch, Lukasz
2021.
Black-Box Model Risk in Finance.
SSRN Electronic Journal,