Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model (Q4548069)
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scientific article; zbMATH DE number 1786778
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| English | Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model |
scientific article; zbMATH DE number 1786778 |
Statements
Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model (English)
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6 April 2003
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currency market
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contingent claim
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transaction cost
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hedging
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polyhedral cones
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0.97659636
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0.93538773
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0.91693497
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0.8865775
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