Dynamic hedging under jump diffusion with transaction costs (Q3100366)
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scientific article; zbMATH DE number 5978546
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic hedging under jump diffusion with transaction costs |
scientific article; zbMATH DE number 5978546 |
Statements
Dynamic Hedging Under Jump Diffusion with Transaction Costs (English)
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24 November 2011
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asset pricing
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hedging
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option pricing
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transaction costs
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0.8375058174133301
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0.8133016228675842
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0.8107826709747314
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