A note on super-replicating strategies (Q4698068): Difference between revisions
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Latest revision as of 19:47, 19 March 2024
scientific article; zbMATH DE number 754841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on super-replicating strategies |
scientific article; zbMATH DE number 754841 |
Statements
A note on super-replicating strategies (English)
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14 May 1995
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super-replicating portfolios
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Black-Scholes option pricing
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transaction costs
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