Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Ariane Reiss
Option Replication With Large Transactions Costs
SSRN Electronic Journal
Discrete Time and Continuous Time Dynamic Mean-Variance Analysis
SSRN Electronic Journal
Related publications
Building Consistent Transactions With Inconsistent Replication
A Monetary Equilibrium Model With Transactions Costs
Intermediaries, Transport Costs and Interlinked Transactions
Review of Development Economics
Development
Planning
Geography
Monetary Equilibrium With Buying and Selling Price Spread Without Transactions Costs
Advances in Mathematical Economics
An Option to Reduce Transaction Costs
SIAM Journal on Financial Mathematics
Applied Mathematics
Numerical Analysis
Finance
Asian Option Pricing With Monotonous Transaction Costs Under Fractional Brownian Motion
Journal of Applied Mathematics
Applied Mathematics
Optimality of Replication in the CRR Model With Transaction Costs
Applicationes Mathematicae
Robust Option Replication for a Black-Scholes Model Extended With Nondeterministic Trends
Journal of Applied Mathematics and Stochastic Analysis
A Note on Melnikov-Petrachenko Option Pricing in Binomial Market With Transaction Costs
SSRN Electronic Journal
