OPTION PRICING AND HEDGING WITH SMALL TRANSACTION COSTS (Q3195491): Difference between revisions
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Revision as of 15:47, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING AND HEDGING WITH SMALL TRANSACTION COSTS |
scientific article |
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OPTION PRICING AND HEDGING WITH SMALL TRANSACTION COSTS (English)
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20 October 2015
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transaction costs
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indifference pricing and hedging
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exponential utility
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asymptotics
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