Dynamic hedging portfolios for derivative securities in the presence of large transaction costs (Q4994394): Difference between revisions

@@ Property / author @@
-Marco Avellaneda
@@ Property / author: Marco Avellaneda / rank @@
-Normal rank
@@ Property / author @@
+Marco Avellaneda
@@ Property / author: Marco Avellaneda / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/13504869400000010
+Normal rank
@@ Property / OpenAlex ID @@
+W2157445050
@@ Property / OpenAlex ID: W2157445050 / rank @@
+Normal rank
@@ Property / cites work @@
+DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
+Normal rank
@@ 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 @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3678248
@@ Property / cites work: Q3678248 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5585820
@@ Property / cites work: Q5585820 / rank @@
+Normal rank