ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS (Q2970317)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS |
scientific article |
Statements
ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS (English)
0 references
30 March 2017
0 references
extended binomial model
0 references
proportional transaction costs
0 references
non-self-financing hedging
0 references
0 references
0 references