There is no nontrivial hedging portfolio for option pricing with transaction costs (Q1901077): Difference between revisions
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Latest revision as of 23:28, 27 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | There is no nontrivial hedging portfolio for option pricing with transaction costs |
scientific article |
Statements
There is no nontrivial hedging portfolio for option pricing with transaction costs (English)
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12 May 1996
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European call
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Black-Scholes model
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