Option replication with large transactions costs (Q1283705)
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scientific article; zbMATH DE number 1270992
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option replication with large transactions costs |
scientific article; zbMATH DE number 1270992 |
Statements
Option replication with large transactions costs (English)
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30 June 1999
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transaction costs
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options
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super-replication
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dynamic programming
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0.8412439823150635
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