Limit theorem on option replication cost with transaction costs (Q1894626)
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scientific article; zbMATH DE number 780988
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| default for all languages | No label defined |
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| English | Limit theorem on option replication cost with transaction costs |
scientific article; zbMATH DE number 780988 |
Statements
Limit theorem on option replication cost with transaction costs (English)
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10 August 1995
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option replication
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discrete-time framework
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0.8715259432792664
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0.862828254699707
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0.862828254699707
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0.8390898704528809
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