Discrete-time delta hedging and the Black-Scholes model with transaction costs (Q857949)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5082020
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Discrete-time delta hedging and the Black-Scholes model with transaction costs |
scientific article; zbMATH DE number 5082020 |
Statements
Discrete-time delta hedging and the Black-Scholes model with transaction costs (English)
0 references
5 January 2007
0 references
delta hedging
0 references
transaction costs
0 references
0.866504967212677
0 references
0.8525523543357849
0 references
0.8496193289756775
0 references
0.8261229395866394
0 references
0.8171998262405396
0 references
