Risk measure pricing and hedging in the presence of transaction costs (Q874350)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk measure pricing and hedging in the presence of transaction costs |
scientific article; zbMATH DE number 5140495
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk measure pricing and hedging in the presence of transaction costs |
scientific article; zbMATH DE number 5140495 |
Statements
Risk measure pricing and hedging in the presence of transaction costs (English)
0 references
5 April 2007
0 references
risk convex measure
0 references
option pricing
0 references
incomplete markets
0 references
transaction costs
0 references
utility indifference price
0 references
quasi left-continuous
0 references
0 references
0 references
0 references
0 references
0.8513454794883728
0 references
0.8221554756164551
0 references
0.8024512529373169
0 references
0.8022159934043884
0 references
0.7995426058769226
0 references
