Option replication with transaction cost under Knightian uncertainty (Q2066047)
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scientific article; zbMATH DE number 7456723
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option replication with transaction cost under Knightian uncertainty |
scientific article; zbMATH DE number 7456723 |
Statements
Option replication with transaction cost under Knightian uncertainty (English)
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13 January 2022
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replication
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binomial tree
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uncertainty
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transaction cost
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non-Gaussian option pricing
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