Discrete option replication with transactions costs: an analysis of hedging errors
| Year of publication: |
1988
|
|---|---|
| Authors: | Abken, Peter A. |
| Institutions: | Federal Reserve Bank of Atlanta |
| Subject: | Hedging (Finance) | Stock market |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 88-10 |
| Source: |
Persistent link: https://www.econbiz.de/10005402033