European option pricing and hedging with both fixed and proportional transaction costs (Q956487): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:50, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European option pricing and hedging with both fixed and proportional transaction costs |
scientific article |
Statements
European option pricing and hedging with both fixed and proportional transaction costs (English)
0 references
25 November 2008
0 references
option pricing
0 references
option hedging
0 references
transaction costs
0 references
stochastic impulse control
0 references
Markov chain approximation
0 references
