Pricing of the American option in discrete time under proportional transaction costs (Q1396958)
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scientific article; zbMATH DE number 1950001
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of the American option in discrete time under proportional transaction costs |
scientific article; zbMATH DE number 1950001 |
Statements
Pricing of the American option in discrete time under proportional transaction costs (English)
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15 July 2003
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American option
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self-financing strategy
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hedging
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replicating strategy
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0.9548328
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0.93994117
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0.91054463
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0.9095634
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0.9072972
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