Utility based option evaluation with proportional transaction costs (Q1853219): Difference between revisions
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Revision as of 11:13, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility based option evaluation with proportional transaction costs |
scientific article |
Statements
Utility based option evaluation with proportional transaction costs (English)
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21 January 2003
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European contingent claims
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transaction costs
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reservation prices
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HARA utility functions
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