Simulations of transaction costs and optimal rehedging (Q4845149): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2073238979 / rank | |||
Normal rank | |||
Revision as of 21:29, 19 March 2024
scientific article; zbMATH DE number 792640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulations of transaction costs and optimal rehedging |
scientific article; zbMATH DE number 792640 |
Statements
Simulations of transaction costs and optimal rehedging (English)
0 references
5 March 1996
0 references
hedging options
0 references
proportional transaction costs
0 references
Black-Scholes environment
0 references
Monte Carlo simulations
0 references
