Dynamic hedging portfolios for derivative securities in the presence of large transaction costs (Q4994394): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/13504869400000010 / rank | |||
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| Property / OpenAlex ID: W2157445050 / rank | |||
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| Property / cites work: DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup> / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: Q4794153 / rank | |||
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| Property / cites work: Q3678248 / rank | |||
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| Property / cites work: Q5585820 / rank | |||
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Latest revision as of 00:18, 26 July 2024
scientific article; zbMATH DE number 7360801
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic hedging portfolios for derivative securities in the presence of large transaction costs |
scientific article; zbMATH DE number 7360801 |
Statements
Dynamic hedging portfolios for derivative securities in the presence of large transaction costs (English)
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18 June 2021
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transaction costs
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hedging
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option pricing
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