Hedging of the European option in discrete time under transaction costs depending on time (Q3561058)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hedging of the European option in discrete time under transaction costs depending on time |
scientific article; zbMATH DE number 5710974
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
21 May 2010
0 references
European option
0 references
self-financing strategy
0 references
hedging
0 references
transaction costs
0 references
0.9085238575935364
0 references
0.8530194163322449
0 references
0.8505473732948303
0 references
0.834862470626831
0 references
