Hedging under Transaction Costs in Currency Markets: a Continuous-Time Model (Q4548070)
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scientific article; zbMATH DE number 1786779
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging under Transaction Costs in Currency Markets: a Continuous-Time Model |
scientific article; zbMATH DE number 1786779 |
Statements
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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