Optimal trading strategy for European options with transaction costs. (Q1399565)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal trading strategy for European options with transaction costs. |
scientific article |
Statements
Optimal trading strategy for European options with transaction costs. (English)
0 references
30 July 2003
0 references
financial mathematics
0 references
0 references
0 references
