Utility based option evaluation with proportional transaction costs (Q1853219)
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scientific article; zbMATH DE number 1856537
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility based option evaluation with proportional transaction costs |
scientific article; zbMATH DE number 1856537 |
Statements
Utility based option evaluation with proportional transaction costs (English)
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21 January 2003
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European contingent claims
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transaction costs
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reservation prices
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HARA utility functions
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0.92275035
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0.89625347
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0.87810796
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0.8766258
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0.87381905
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0.8732791
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0.8725369
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0.8720474
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