Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153): Difference between revisions
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Revision as of 05:02, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging Under an Expected Loss Constraint with Small Transaction Costs |
scientific article |
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Hedging Under an Expected Loss Constraint with Small Transaction Costs (English)
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17 August 2016
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hedging
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expected loss constraint
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transaction costs
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asymptotic expansion
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dynamic programming
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