Robust control approach to option pricing, including transaction costs (Q5314910)
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scientific article; zbMATH DE number 2202836
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust control approach to option pricing, including transaction costs |
scientific article; zbMATH DE number 2202836 |
Statements
5 September 2005
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robustness
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option pricing
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differential game
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portfolio
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hedging
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transaction costs
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0.8824824690818787
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0.8324313759803772
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0.8228996992111206
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0.8159084916114807
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0.8010351061820984
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Robust control approach to option pricing, including transaction costs (English)
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