Explicit characterization of the super-replication strategy in financial markets with partial transaction costs
Year of publication: |
2005-10-20
|
---|---|
Authors: | Bentahar, Imen ; Bouchard, Bruno |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Option | Hedging | Transaktionskosten |
Extent: | 508928 bytes 36 p. application/pdf |
---|---|
Series: | SFB 649 Discussion Paper ; 2005-053 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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