Optimal delta-hedging under transactions costs
Les Clewlow ; Stewart Hodges
| Year of publication: |
1997
|
|---|---|
| Authors: | Clewlow, Les |
| Other Persons: | Hodges, Stewart D. (contributor) |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 21.1997, 8, p. 1353-1376
|
| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Transaktionskosten | Transaction costs | Simulation | 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/10001222045