Dynamic hedging portfolios for derivative securities in the presence of large transaction costs (Q4994394)
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scientific article; zbMATH DE number 7360801
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic hedging portfolios for derivative securities in the presence of large transaction costs |
scientific article; zbMATH DE number 7360801 |
Statements
Dynamic hedging portfolios for derivative securities in the presence of large transaction costs (English)
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18 June 2021
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transaction costs
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hedging
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option pricing
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0.8481307029724121
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0.8346571326255798
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0.8312368988990784
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0.8290611505508423
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0.8213089108467102
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