Optimal trading strategy for European options with transaction costs. (Q1399565)
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scientific article; zbMATH DE number 1957032
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| English | Optimal trading strategy for European options with transaction costs. |
scientific article; zbMATH DE number 1957032 |
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Optimal trading strategy for European options with transaction costs. (English)
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30 July 2003
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financial mathematics
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0.8453116416931152
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0.8358320593833923
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0.8358319997787476
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0.8347872495651245
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0.8277111053466797
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