Hedging and portfolio optimization under transaction costs : a martingale approach
Jakša Cvitanić and Ioannis Karatzas
| Year of publication: |
1996
|
|---|---|
| Authors: | Cvitanić, Jakša |
| Other Persons: | Karatzas, Ioannis (contributor) |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 6.1996, 2, p. 133-165
|
| Subject: | Optionsgeschäft | Option trading | Hedging | Portfolio-Management | Portfolio selection | 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/10001201641