VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS (Q4822728): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Hyeong In Choi / rank | |||
| Property / author | |||
| Property / author: David C. Heath / rank | |||
| Property / author | |||
| Property / author: Hyeong In Choi / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: David C. Heath / rank | |||
Normal 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/10.4134/jkms.2004.41.3.513 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W217081943 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 11:46, 30 July 2024
scientific article; zbMATH DE number 2110208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS |
scientific article; zbMATH DE number 2110208 |
Statements
VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS (English)
0 references
25 October 2004
0 references
gamma decomposition
0 references
