Mean-variance hedging under transaction costs
Eric Beutner
| Year of publication: |
2007
|
|---|---|
| Authors: | Beutner, Eric |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 65.2007, 3, p. 539-557
|
| Subject: | Hedging | Transaktionskosten | Transaction costs | Finanzmathematik | Mathematical finance |
| 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/10003489793