Feedback effects of dynamic hedging strategies in the presence of transaction costs.
| Year of publication: |
2002
|
|---|---|
| Authors: | Agliardi, E. ; Andergassen, R. |
| Institutions: | Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10005546549