Option hedging theory under transaction costs (Q1042722)
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scientific article; zbMATH DE number 5643245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option hedging theory under transaction costs |
scientific article; zbMATH DE number 5643245 |
Statements
Option hedging theory under transaction costs (English)
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7 December 2009
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option hedging
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singular stochastic control
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optimal stopping
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backward induction
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transaction costs
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volatility adjustment
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