Convex duality with transaction costs (Q5739151)
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scientific article; zbMATH DE number 6725589
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Convex duality with transaction costs |
scientific article; zbMATH DE number 6725589 |
Statements
Convex Duality with Transaction Costs (English)
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2 June 2017
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European options
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model-free hedging
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semi-static hedging
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transaction costs
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conditional full support
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0.8591727018356323
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0.8533673286437988
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0.8425926566123962
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0.8425926566123962
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0.8375793099403381
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