Pricing of the American option in discrete time under proportional transaction costs (Q1396958): Difference between revisions
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Revision as of 16:00, 31 January 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)
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15 July 2003
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American option
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self-financing strategy
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hedging
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replicating strategy
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