Hedging of American options under transaction costs
D. De Vallière; E. Denis
| Year of publication: |
2009
|
|---|---|
| Authors: | De Vallière, D. ; Denis, E. ; Kabanov, Jurij M. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 13.2009, 1, p. 105-119
|
| Subject: | Transaktionskosten | Transaction costs | Hedging | Optionspreistheorie | Option pricing 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/10003939485