Optimal delta-hedging under transactions costs (Q1391437)
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scientific article; zbMATH DE number 1178021
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal delta-hedging under transactions costs |
scientific article; zbMATH DE number 1178021 |
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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0.94970393
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0.92582583
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0.9187068
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0.90684503
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0.90672493
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0.9038954
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0.90261006
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0.89906067
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