Risk preference, option pricing and portfolio hedging with proportional transaction costs (English)
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In:
Chaos, solitons & fractals
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95
; 111-130
;
2017
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ISSN:
- Article (Journal) / Print
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Title:Risk preference, option pricing and portfolio hedging with proportional transaction costs
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Contributors:
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Published in:Chaos, solitons & fractals ; 95 ; 111-130
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Publisher:
- New search for: Elsevier
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Place of publication:Oxford [u.a.]
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Publication date:2017
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ISSN:
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ZDBID:
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DOI:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 31.00 / 30.20
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Keywords:
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Source:
Table of contents – Volume 95
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Dynamics of diffusive and convective transport in porous media: A fractal analysis of 3-D images obtained by laser technologyFang, Fang / Babadagli, Tayfun et al. | 2016
- 14
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Analysis of spatial chaos appearance in cascade connected nonlinear electrical circuitsSamardzic, B. / Zlatkovic, B.M. et al. | 2016
- 21
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On the analysis of pseudo-orbits of continuous chaotic nonlinear systems simulated using discretization schemes in a digital computerNepomuceno, Erivelton Geraldo / Mendes, Eduardo M.A.M. et al. | 2016
- 33
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Chaos in a low dimensional fractional order nonautonomous nonlinear oscillatorPalanivel, J. / Suresh, K. / Sabarathinam, S. / Thamilmaran, K. et al. | 2016
- 42
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A chaotic outlook on biological systemsScharf, Yael et al. | 2016
- 48
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On generalized fractional vibration equationDai, Hongzhe / Zheng, Zhibao / Wang, Wei et al. | 2016
- 52
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Nature of electrical transport properties of nanocrystalline ZnIn2Se4 thin filmsEl-Nahass, M.M. / Attia, A.A. / Ali, H.A.M. / Salem, G.F. / Ismail, M.I. et al. | 2016
- 57
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The position non Markovian master equationPourdarvish, A. / Sadeghi, J. / Hassan, N.J. et al. | 2016
- 65
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Controlling absence seizures by tuning activation level of the thalamus and striatumHu, Bing / Chen, Shun / Chi, Hongmei / Chen, Jin / Yuan, Peipei / Lai, Huihui / Dong, Wangyuan et al. | 2016
- 77
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Characteristics of the evolution of cooperation by the probabilistic peer-punishment based on the difference of payoffOhdaira, Tetsushi et al. | 2016
- 84
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Logistic map with memory from economic modelTarasova, Valentina V. / Tarasov, Vasily E. et al. | 2016
- 92
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Secure image encryption algorithm design using a novel chaos based S-BoxÇavuşoğlu, Ünal / Kaçar, Sezgin / Pehlivan, Ihsan / Zengin, Ahmet et al. | 2016
- 102
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Solution of Riemann problem for ideal polytropic dusty gasNath, Triloki / Gupta, R.K. / Singh, L.P. et al. | 2016
- 111
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Risk preference, option pricing and portfolio hedging with proportional transaction costsWang, Xiao-Tian / Li, Zhe / Zhuang, Le et al. | 2016
- 131
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Bifurcation analysis of a diffusive predator–prey system with Crowley–Martin functional response and delayYang, Ruizhi et al. | 2016
- 140
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On the Lipschitz condition in the fractal calculusGolmankhaneh, Alireza K. / Tunc, Cemil et al. | 2016
- 148
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Complete characterization of algebraic traveling wave solutions for the Boussinesq, Klein–Gordon and Benjamin–Bona–Mahony equationsValls, Claudia et al. | 2016
- 152
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Seasonality and the logistic mapSilva, Emily / Peacock-Lopez, Enrique et al. | 2016
- 157
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Existence of limit cycles in a three level trophic chain with Lotka–Volterra and Holling type II functional responsesCastellanos, Víctor / Chan-López, Ramón E. et al. | 2016
- 168
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Periodic motions and chaos for a damped mobile piston system in a high pressure gas cylinder with P controlWang, Donghua / Huang, Jianzhe et al. | 2016
- 179
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Irving–Mullineux oscillator via fractional derivatives with Mittag-Leffler kernelGómez-Aguilar, J.F. et al. | 2016
- 187
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Nonlinear coupled mode excitations in microtubulesTabi, Conrad Bertrand / Tankou, Eric / Mohamadou, Alidou et al. | 2016
- 195
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Analyzing properties of Deng entropy in the theory of evidenceAbellán, Joaquín et al. | 2016
- 200
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Persistence of chaos in coupled Lorenz systemsFen, Mehmet Onur et al. | 2016
- IFC
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Editorial Board| 2016