Risk measure pricing and hedging in the presence of transaction costs (Q874350): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/bf02831976 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2068796403 / rank | |||
Normal rank | |||
Latest revision as of 08:27, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measure pricing and hedging in the presence of transaction costs |
scientific article |
Statements
Risk measure pricing and hedging in the presence of transaction costs (English)
0 references
5 April 2007
0 references
risk convex measure
0 references
option pricing
0 references
incomplete markets
0 references
transaction costs
0 references
utility indifference price
0 references
quasi left-continuous
0 references
0 references
0 references
0 references
0 references
