Derivative asset pricing with transaction costs: an extension (Q1372903)
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scientific article; zbMATH DE number 1083015
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Derivative asset pricing with transaction costs: an extension |
scientific article; zbMATH DE number 1083015 |
Statements
Derivative asset pricing with transaction costs: an extension (English)
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4 November 1997
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transaction costs
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derivatives
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optimal perfect hedging
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Swiss options market
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replication
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0.8417097330093384
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0.820775032043457
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0.7934787273406982
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