Optimal delta-hedging under transactions costs (Q1391437)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal delta-hedging under transactions costs |
scientific article |
Statements
Optimal delta-hedging under transactions costs (English)
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22 July 1998
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option pricing
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hedging
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transaction costs
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computational methods
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simulation
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