1

Pairs trading under transaction costs using model predictive control

Year:
2018
Language:
english
File:
PDF, 935 KB
english, 2018
5

A moment computation algorithm for the error in discrete dynamic hedging

Year:
2006
Language:
english
File:
PDF, 239 KB
english, 2006
15

A new computational tool for analysing dynamic hedging under transaction costs

Year:
2008
Language:
english
File:
PDF, 188 KB
english, 2008