On the possibility of hedging options in the presence of transaction costs (Q1364395): Difference between revisions

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-Anatoli V. Skorokhod
@@ Property / author: Anatoli V. Skorokhod / rank @@
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+Anatoli V. Skorokhod
@@ Property / author: Anatoli V. Skorokhod / rank @@
+Normal rank
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+MaRDI publication profile
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+https://doi.org/10.1214/aoap/1034625338
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+W2080910730
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@@ Property / cites work @@
+DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+A note on super-replicating strategies
@@ Property / cites work: A note on super-replicating strategies / rank @@
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@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
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@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
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@@ Property / cites work @@
+Q3997782
@@ Property / cites work: Q3997782 / rank @@
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@@ Property / cites work @@
+There is no nontrivial hedging portfolio for option pricing with transaction costs
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@@ links / mardi / name / links / mardi / name @@
+Publication:1364395