Risk minimization for game options in markets imposing minimal transaction costs (Q2830887)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk minimization for game options in markets imposing minimal transaction costs |
scientific article |
Statements
Risk minimization for game options in markets imposing minimal transaction costs (English)
0 references
1 November 2016
0 references
game option
0 references
transaction cost
0 references
hedging with friction
0 references
risk minimization
0 references
