Option replication in discrete time with the cost of illiquidity (Q345984)
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scientific article; zbMATH DE number 6659441
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option replication in discrete time with the cost of illiquidity |
scientific article; zbMATH DE number 6659441 |
Statements
Option replication in discrete time with the cost of illiquidity (English)
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5 December 2016
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option replication
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inhomogeneous rebalancing
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liquidity risk
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illiquidity
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0.916570246219635
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0.8441960215568542
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0.8153956532478333
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0.8126481771469116
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0.8095197081565857
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