Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs (Q3437400): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs |
scientific article |
Statements
Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs (English)
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9 May 2007
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option hedging
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transaction costs
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approximation methods
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simulations
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