Replication and shortfall risk in a binomial model with transaction costs
Barbara Trivellato
| Year of publication: |
2009
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|---|---|
| Authors: | Trivellato, Barbara |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 69.2009, 1, p. 1-26
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| Subject: | Transaktionskosten | Transaction costs | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk |
| 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/10003858038