VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS (Q4822728)
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scientific article; zbMATH DE number 2110208
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| English | VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS |
scientific article; zbMATH DE number 2110208 |
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VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS (English)
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25 October 2004
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gamma decomposition
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0.8275691866874695
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0.7919360995292664
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0.7898221015930176
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0.7809910774230957
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0.7772791981697083
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