A new computational tool for analysing dynamic hedging under transaction costs (Q3518380): Difference between revisions
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Revision as of 00:44, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new computational tool for analysing dynamic hedging under transaction costs |
scientific article |
Statements
A new computational tool for analysing dynamic hedging under transaction costs (English)
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7 August 2008
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applied mathematical finance
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arbitrage pricing
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asset pricing
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Black-Scholes model
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control and optimization
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control of stochastic systems
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derivatives hedging
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derivatives analysis
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