CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS (Q4634641)
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scientific article; zbMATH DE number 6858063
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| English | CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS |
scientific article; zbMATH DE number 6858063 |
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CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS (English)
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11 April 2018
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delta-hedging
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option pricing
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prediction
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transaction costs
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0.92413867
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0.8857823
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0.8835504
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0.8813181
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0.8809026
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0.8786913
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0.8775655
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0.8752388
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