Hedging American contingent claims with constrained portfolios under proportional transaction costs (Q1776603)
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scientific article; zbMATH DE number 2167627
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedging American contingent claims with constrained portfolios under proportional transaction costs |
scientific article; zbMATH DE number 2167627 |
Statements
Hedging American contingent claims with constrained portfolios under proportional transaction costs (English)
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12 May 2005
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0.9113032817840576
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0.8840163946151733
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0.8719837665557861
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