Arbitrage-free interval of American contingent claims under proportional transaction cost (Q2937937)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Arbitrage-free interval of American contingent claims under proportional transaction cost |
scientific article |
Statements
Arbitrage-free interval of American contingent claims under proportional transaction cost (English)
0 references
13 January 2015
0 references
hedging
0 references
American contingent claim
0 references
transaction cost
0 references
0 references