Replication and shortfall risk in a binomial model with transaction costs (Q1014287)
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scientific article; zbMATH DE number 5547512
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Replication and shortfall risk in a binomial model with transaction costs |
scientific article; zbMATH DE number 5547512 |
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Replication and shortfall risk in a binomial model with transaction costs (English)
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27 April 2009
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replication
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shortfall risk
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binomial model
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transaction costs
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0.8373915553092957
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0.8225138187408447
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0.8192817568778992
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0.8185616731643677
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0.8107638955116272
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