The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads von Roux, Alet

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PRICING AND HEDGING GAME OPTIONS IN CURRENCY MODELS WITH PROPORTIONAL TRANSACTION COSTS von ROUX, ALET

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PRICING AND HEDGING GAME OPTIONS IN CURRENCY MODELS WITH PROPORTIONAL TRANSACTION COSTS von Roux, Alet

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OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS von ROUX, ALET, XU, ZHIKANG

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American and Bermudan Options in Currency Markets with Proportional Transaction Costs von Roux, Alet, Zastawniak, Tomasz

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Higher order approximation of option prices in Barndorff-Nielsen and Shephard models von Guinea Juliá, Álvaro, Roux, Alet

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Derivative Pricing in Discrete Time von Cutland, Nigel J, Roux, Alet

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AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS von Roux, Alet, Zastawniak, Tomasz

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Accelerated Quantum Amplitude Estimation without QFT von Roux, Alet, Zastawniak, Tomasz

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American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions von Roux, Alet, Zastawniak, Tomasz

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Higher order approximation of option prices in Barndorff-Nielsen and Shephard models von Roux, Alet, Guinea Julia, Álvaro

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AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS von ROUX, ALET, ZASTAWNIAK, TOMASZ

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Closed form solution to zero coupon bond using a linear stochastic delay differential equation von Roux, Alet, Juliá, Álvaro Guinea

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Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs von Roux, Alet, Xu, Zhikang

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Higher order approximation of option prices in Barndorff-Nielsen and Shephard models von Juliá, Álvaro Guinea, Roux, Alet

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American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms forLong and Short Positions von Roux, Alet, Zastawniak, Tomasz

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Linear Vector Optimization and European Option Pricing Under Proportional Transaction Costs von Roux, Alet, Zastawniak, Tomasz

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Accelerated Quantum Amplitude Estimation without QFT von Roux, Alet, Zastawniak, Tomasz

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Options under Proportional Transaction Costs: An Algorithmic Approach to Pricing and Hedging von Roux, Alet, Tokarz, Krzysztof, Zastawniak, Tomasz

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Bitcoin option pricing: A market attention approach von Julia, Alvaro Guinea, Roux, Alet

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