Utility based option evaluation with proportional transaction costs (Q1853219): Difference between revisions

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Revision as of 10:24, 5 June 2024

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Utility based option evaluation with proportional transaction costs
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    Utility based option evaluation with proportional transaction costs (English)
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    21 January 2003
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    European contingent claims
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    transaction costs
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    reservation prices
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    HARA utility functions
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