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