Option hedging theory under transaction costs (Q1042722): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jedc.2009.04.007 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2058187657 / rank | |||
Normal rank | |||
Revision as of 02:55, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option hedging theory under transaction costs |
scientific article |
Statements
Option hedging theory under transaction costs (English)
0 references
7 December 2009
0 references
option hedging
0 references
singular stochastic control
0 references
optimal stopping
0 references
backward induction
0 references
transaction costs
0 references
volatility adjustment
0 references
