Hedging options under transaction costs and stochastic volatility (2003)

by J Gondzio, R Kouwenberg, T Vorst
Venue:J. Econom. Dynam. Control
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Stochastic Programming Models in Financial Optimization: A Survey

by Li-yong Yu, Xiao-Dong Ji, Shou-yang Wang , 2003
"... In this paper, we survey the stochastic programming models developed to deal with financial optimization problems. A few methods are introduced in details to generate reasonable scenarios which are of much importance for a successful model. Besides, computation aspect as well as some open problems i ..."
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In this paper, we survey the stochastic programming models developed to deal with financial optimization problems. A few methods are introduced in details to generate reasonable scenarios which are of much importance for a successful model. Besides, computation aspect as well as some open problems in this area are addressed.

Cover design: Mirjam Bode

by The Book Is, Cover Design Mirjam Bode, Prof. Dr. P. W. C, Akkermans M. A, Roy Robertus, Petrus Kouwenberg, Promotoren Prof. Dr, A. C. F. Vorst, Prof. Dr. J. Spronk, Overige Prof. Dr, C. G. E. Boender, Prof. Dr. C. L. Dert, Prof. Dr. S. A. Zenios, Voor Opa
"... this dissertation. It is comfortable to stand on the shoulders of two men with giant commercial success: this gives me the idea that my theoretical work has a purpose ..."
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this dissertation. It is comfortable to stand on the shoulders of two men with giant commercial success: this gives me the idea that my theoretical work has a purpose

The fundamental theorem of asset pricing under proportional

by Alet Roux , 710
"... transaction costs ..."
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transaction costs

ISSN 1749-9097HEDGING STRATEGIES: COMPLETE AND INCOMPLETE SYSTEMS OF MARKETS

by Andreas Papayiannis, Mims Eprint, The Mims Secretary , 2010
"... Reports available from: And by contacting: ..."
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Reports available from: And by contacting: