Option replication with large transactions costs (Q1283705)
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: Option replication with large transactions costs |
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)
0 references
30 June 1999
0 references
transaction costs
0 references
options
0 references
super-replication
0 references
dynamic programming
0 references
0.8412439823150635
0 references
