Option replication with transaction costs: general diffusion limits (Q1296601): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aoap/1028903447 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2031097536 / rank | |||
Normal rank | |||
Revision as of 21:28, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option replication with transaction costs: general diffusion limits |
scientific article |
Statements
Option replication with transaction costs: general diffusion limits (English)
0 references
23 November 1999
0 references
transaction costs
0 references
hedging strategies
0 references
diffusion limits
0 references
replication errors
0 references
stock price strategies
0 references
