On the hedging of American options in discrete time markets with proportional transaction costs (Q850362)

From MaRDI portal
Revision as of 09:41, 6 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    0 references
    0 references
    0 references
    3 November 2006
    0 references
    0 references
    0 references
    0 references
    0 references