American contingent claims under small proportional transaction costs (Q861832)
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scientific article; zbMATH DE number 5121381
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | American contingent claims under small proportional transaction costs |
scientific article; zbMATH DE number 5121381 |
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American contingent claims under small proportional transaction costs (English)
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2 February 2007
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American options
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transaction costs
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0.896676778793335
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0.8887149691581726
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0.8626402616500854
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