On the hedging of American options in discrete time markets with proportional transaction costs (Q850362): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1214/EJP.V10-266 / rank | |||
Property / DOI | |||
Property / DOI: 10.1214/EJP.V10-266 / rank | |||
Normal rank |
Latest revision as of 05:17, 10 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the hedging of American options in discrete time markets with proportional transaction costs |
scientific article |
Statements
On the hedging of American options in discrete time markets with proportional transaction costs (English)
0 references
3 November 2006
0 references