Hedging in fractional Black-Scholes model with transaction costs (Q2407526)
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scientific article; zbMATH DE number 6786923
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedging in fractional Black-Scholes model with transaction costs |
scientific article; zbMATH DE number 6786923 |
Statements
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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0.8313130736351013
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0.8285263180732727
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0.8279640674591064
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0.8183455467224121
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0.8118189573287964
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