Linear Vector Optimization and European Option Pricing Under Proportional Transaction Costs (Q2805756): Difference between revisions
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Revision as of 09:30, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear Vector Optimization and European Option Pricing Under Proportional Transaction Costs |
scientific article |
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Linear Vector Optimization and European Option Pricing Under Proportional Transaction Costs (English)
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13 May 2016
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linear vector optimisation
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geometric duality
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option pricing
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superhedging
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transaction costs
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