Hedging in discrete time under transaction costs and continuous-time limit (Q4261295): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 15:02, 5 March 2024
scientific article; zbMATH DE number 1330852
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging in discrete time under transaction costs and continuous-time limit |
scientific article; zbMATH DE number 1330852 |
Statements
Hedging in discrete time under transaction costs and continuous-time limit (English)
0 references
14 June 2000
0 references
martingale
0 references
discrete-time financial market model
0 references
transaction costs
0 references
super-replication
0 references
