The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs (Q2307920)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs |
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The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs (English)
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25 March 2020
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rehedging interval
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nonlinear option pricing model
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RAPM
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transaction costs
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liquidity cost
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delta hedging
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