Discrete-time delta hedging and the Black-Scholes model with transaction costs
Miklavž Mastinšek
| Year of publication: |
2006
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| Authors: | Mastinšek, Miklavž |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 64.2006, 2, p. 227-236
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| Subject: | Hedging | Black-Scholes-Modell | Black-Scholes model | Transaktionskosten | Transaction costs | Theorie | Theory |
| 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/10003380212