A robust hedging algorithm
M. A. Howe ; B. Rustem
| Year of publication: |
1997
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|---|---|
| Authors: | Howe, M. A. |
| Other Persons: | Rustem, Berç (contributor) |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 21.1997, 6, p. 1065-1092
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| Subject: | Hedging | Optionspreistheorie | Option pricing theory | Transaktionskosten | Transaction costs | Theorie | Theory |
| Series: | |
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| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001335978