Utility based option evaluation with proportional transaction costs (Q1853219)

From MaRDI portal
Revision as of 09:26, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Utility based option evaluation with proportional transaction costs
scientific article

    Statements

    title
    Utility based option evaluation with proportional transaction costs (English)
    0 references
    author
    Anders Damgaard
    0 references
    publication date
    21 January 2003
    0 references
    zbMATH Keywords
    European contingent claims
    0 references
    transaction costs
    0 references
    reservation prices
    0 references
    HARA utility functions
    0 references
    cites work
    Q4868513
    0 references
    Q4002114
    0 references
    Q4905685
    0 references

    Identifiers

    zbMATH DE Number
    1856537
    0 references
    OpenAlex ID
    W3125465369
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1853219&oldid=37077029"
    Powered by MediaWiki