On the hedging of American options in discrete time markets with proportional transaction costs (Q850362)
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scientific article; zbMATH DE number 5070595
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the hedging of American options in discrete time markets with proportional transaction costs |
scientific article; zbMATH DE number 5070595 |
Statements
On the hedging of American options in discrete time markets with proportional transaction costs (English)
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3 November 2006
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0.9548328
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0.94527704
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0.9403108
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0.93846023
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0.9288893
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0.92876554
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0.92560184
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