Hedging under Transaction Costs in Currency Markets: a Continuous-Time Model (Q4548070)
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scientific article; zbMATH DE number 1786779
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| English | Hedging under Transaction Costs in Currency Markets: a Continuous-Time Model |
scientific article; zbMATH DE number 1786779 |
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Hedging under Transaction Costs in Currency Markets: a Continuous-Time Model (English)
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6 April 2003
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currency market
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semimartingale price process
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contingent claim
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transaction cost
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hedging
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polyhedral cone
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Komlós theorem
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Fatou convergence
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0.9308266043663024
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0.8958641290664673
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0.8958641290664673
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