Portfolio selection at proportional transaction costs (Q3402937)
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scientific article; zbMATH DE number 5669951
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio selection at proportional transaction costs |
scientific article; zbMATH DE number 5669951 |
Statements
12 February 2010
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martingale approach
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Monte Carlo simulation
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delta hedging
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replication error
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optimal portfolio
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0.8376439809799194
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0.835227370262146
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0.8207964301109314
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0.8118304014205933
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0.8076955676078796
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