Pricing of the American option in discrete time under proportional transaction costs (Q1396958): Difference between revisions
From MaRDI portal
Created a new Item |
Normalize DOI. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1007/s001860000097 / rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s001860000097 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1971188578 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S001860000097 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 19:25, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of the American option in discrete time under proportional transaction costs |
scientific article |
Statements
Pricing of the American option in discrete time under proportional transaction costs (English)
0 references
15 July 2003
0 references
American option
0 references
self-financing strategy
0 references
hedging
0 references
replicating strategy
0 references
