Expected vs. real transaction costs in European option pricing (Q6105350)
From MaRDI portal
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)
0 references
26 June 2023
0 references
transaction costs
0 references
option pricing formulas
0 references
martingale measures
0 references
incomplete markets
0 references
