Hedging of the European option in discrete time under transaction costs depending on time (Q3561058)
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scientific article; zbMATH DE number 5710974
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedging of the European option in discrete time under transaction costs depending on time |
scientific article; zbMATH DE number 5710974 |
Statements
Hedging of the European option in discrete time under transaction costs depending on time (English)
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21 May 2010
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European option
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self-financing strategy
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hedging
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transaction costs
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0.9085238575935364
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0.8530194163322449
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0.8505473732948303
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0.834862470626831
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