Dynamic hedging portfolios for derivative securities in the presence of large transaction costs (Q4994394): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup> / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4794153 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3678248 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5585820 / rank | |||
Normal rank | |||
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)
0 references
18 June 2021
0 references
transaction costs
0 references
hedging
0 references
option pricing
0 references
