Dynamic Hedging Under Jump Diffusion with Transaction Costs (Q3100366)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Hedging Under Jump Diffusion with Transaction Costs |
scientific article |
Statements
Dynamic Hedging Under Jump Diffusion with Transaction Costs (English)
0 references
24 November 2011
0 references
asset pricing
0 references
hedging
0 references
option pricing
0 references
transaction costs
0 references
