OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS (Q3421823)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS |
scientific article |
Statements
OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS (English)
0 references
8 February 2007
0 references
growth optimal criteria
0 references
transaction costs
0 references
Black and Scholes
0 references
0 references
