Expected vs. real transaction costs in European option pricing (Q6105350): Difference between revisions
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scientific article; zbMATH DE number 7702064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected vs. real transaction costs in European option pricing |
scientific article; zbMATH DE number 7702064 |
Statements
Expected vs. real transaction costs in European option pricing (English)
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26 June 2023
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transaction costs
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option pricing formulas
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martingale measures
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incomplete markets
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