Call option pricing and replication under economic friction (Q1296020)
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scientific article; zbMATH DE number 1314730
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Call option pricing and replication under economic friction |
scientific article; zbMATH DE number 1314730 |
Statements
Call option pricing and replication under economic friction (English)
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11 July 1999
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economic friction
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financial hedging
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multiple transaction costs
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option pricing
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0.87561095
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0.85922706
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0.85306025
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0.8530383
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0.8518567
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