On the choice between two delta-hedging strategies (Q272214)
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: On the choice between two delta-hedging strategies |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the choice between two delta-hedging strategies |
scientific article |
Statements
On the choice between two delta-hedging strategies (English)
0 references
20 April 2016
0 references
cost of hedging
0 references
re-balancing
0 references
Markov chain
0 references
random walk
0 references
fixed transaction cost
0 references
non-fixed transaction cost
0 references
