Option replication with transaction costs: general diffusion limits (Q1296601): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: E. R. Grannan / rank | |||
| Property / author | |||
| Property / author: G. H. Swindle / rank | |||
Revision as of 15:53, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option replication with transaction costs: general diffusion limits |
scientific article |
Statements
Option replication with transaction costs: general diffusion limits (English)
0 references
23 November 1999
0 references
transaction costs
0 references
hedging strategies
0 references
diffusion limits
0 references
replication errors
0 references
stock price strategies
0 references
