Hedging options under transaction costs and stochastic volatility
Jacek Gondzio; Roy Kouwenberg; Ton Vorst
| Year of publication: |
2003
|
|---|---|
| Authors: | Gondzio, Jacek ; Kouwenberg, Roy ; Vorst, Ton |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 27.2003, 6, p. 1045-1068
|
| Subject: | Hedging | Transaktionskosten | Transaction costs | Volatilität | Volatility | 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/10001734558