Option pricing and hedging in the presence of transaction costs and nonlinear partial differential equations
Valeri Zakamouline
| Year of publication: |
2008
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|---|---|
| Authors: | Zakamouline, Valeri |
| Published in: |
Nonlinear models in mathematical finance : new research trends in option pricing. - New York, NY : Nova Science Publ., ISBN 978-1-60456-931-5. - 2008, p. 23-65
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| Subject: | Hedging | Transaktionskosten | Transaction costs | Optionspreistheorie | Option pricing theory | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011954415