VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS (Q4822728): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Hyeong In Choi / rank | |||
| Property / author | |||
| Property / author: David C. Heath / rank | |||
Revision as of 04:05, 15 February 2024
scientific article; zbMATH DE number 2110208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS |
scientific article; zbMATH DE number 2110208 |
Statements
VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS (English)
0 references
25 October 2004
0 references
gamma decomposition
0 references
