On the hedging of American options in discrete time markets with proportional transaction costs (Q850362): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: math/0502189 / rank | |||
Normal rank | |||
Revision as of 17:17, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the hedging of American options in discrete time markets with proportional transaction costs |
scientific article |
Statements
On the hedging of American options in discrete time markets with proportional transaction costs (English)
0 references
3 November 2006
0 references
