Optimal hedging of options with small but arbitrary transaction cost structure (Q4248038): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 14:57, 5 March 2024
scientific article; zbMATH DE number 1295136
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging of options with small but arbitrary transaction cost structure |
scientific article; zbMATH DE number 1295136 |
Statements
Optimal hedging of options with small but arbitrary transaction cost structure (English)
0 references
3 June 1999
0 references
