Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs

Emmanuel Denisa*

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Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs

机译：一般收益的交易成本下的或有债权的近似对冲

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《Applied Mathematical Finance》 |2010年第6期|p.491-518|共28页
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Emmanuel Denisa*;
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1. Approximate hedging of contingent claims under transaction costs for general pay-offs [J] . Denis E. Applied mathematical finance . 2010,第5a6期

机译：一般收益的交易费用下的或有债权的近似套期
2. Hedging American contingent claims with constrained portfolios under proportional transaction costs [J] . Wang B, Meng QX Chaos, Solitons and Fractals: Applications in Science and Engineering: An Interdisciplinary Journal of Nonlinear Science . 2005,第4期

机译：在比例交易成本下用受限投资组合对冲美国或有债权
3. Hedging American contingent claims with arbitrage costs [J] . Wang B, Meng QX Chaos, Solitons and Fractals: Applications in Science and Engineering: An Interdisciplinary Journal of Nonlinear Science . 2007,第4期

机译：用套利成本对冲美国或有债权
4. Performance Evaluation of Discrete-time Hedging Strategies for European Contingent Claims [C] . Easwar Subramanian, Vijaysekhar Chellaboina, Arihant Jain International Conference on Industrial Engineering, Management Science and Application . 2016

机译：欧洲抵制索赔离散套期策略的绩效评估
5. Hedging contingent claims in markets with jumps. [D] . Kennedy, J. Shannon. 2007

机译：在市场激增中对冲或有债权。
6. The Claiming Costs Scale: A new instrument for measuring the costs potential beneficiaries face when claiming social benefits [O] . Julie Janssens, Tim Goedemé, Koen Ponnet, 2021

机译：索赔费用规模：用于在声称社会福利时衡量成本潜在受益者的新仪器
7. Non Quadratic Local Risk-Minimization for Hedging Contingent Claims in the Presence of Transaction Costs [O] . Abergel, Frédéric, Millot, Nicolas 2011

机译：存在交易成本时对冲或有债权的非二次局部风险最小化

Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs

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