Discrete-time delta hedging and the Black-Scholes model with transaction costs (Q857949): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Hedging of the European option in discrete time under proportional transaction costs
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+Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach.
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+A Portfolio Approach to Risk Reduction in Discretely Rebalanced Option Hedges
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+Q4905685
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+Normal rank