Hedging in fractional Black-Scholes model with transaction costs (Q2407526)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging in fractional Black-Scholes model with transaction costs |
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Hedging in fractional Black-Scholes model with transaction costs (English)
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6 October 2017
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delta-hedging
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fractional Black-Scholes model
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transaction costs
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option pricing
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