Option replication with transaction costs: general diffusion limits (Q1296601)
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scientific article; zbMATH DE number 1319829
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| default for all languages | No label defined |
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| English | Option replication with transaction costs: general diffusion limits |
scientific article; zbMATH DE number 1319829 |
Statements
Option replication with transaction costs: general diffusion limits (English)
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23 November 1999
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transaction costs
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hedging strategies
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diffusion limits
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replication errors
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stock price strategies
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0.8823967576026917
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0.862828254699707
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0.8602116703987122
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0.8496682643890381
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0.8494563102722168
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