Optimal delta-hedging under transactions costs (Q1391437): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q2393160 |
Changed an Item |
||
| Property / author | |||
| Property / author: Stewart D. Hodges / rank | |||
Normal rank | |||
Revision as of 11:52, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal delta-hedging under transactions costs |
scientific article |
Statements
Optimal delta-hedging under transactions costs (English)
0 references
22 July 1998
0 references
option pricing
0 references
hedging
0 references
transaction costs
0 references
computational methods
0 references
simulation
0 references
