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Small transaction cost asymptotics and dynamic hedging - MaRDI portal

Small transaction cost asymptotics and dynamic hedging (Q2464226)

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scientific article
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English
Small transaction cost asymptotics and dynamic hedging
scientific article

    Statements

    title
    Small transaction cost asymptotics and dynamic hedging (English)
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    author
    Claudio Albanese
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    Stathis Tompaidis
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    publication date
    10 December 2007
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    zbMATH Keywords
    finance
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    risk management
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    transaction costs
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    Identifiers

    zbMATH DE Number
    5219130
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    OpenAlex ID
    W2009671763
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