On the choice between two delta-hedging strategies (Q272214)
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scientific article; zbMATH DE number 6571071
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the choice between two delta-hedging strategies |
scientific article; zbMATH DE number 6571071 |
Statements
On the choice between two delta-hedging strategies (English)
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20 April 2016
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cost of hedging
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re-balancing
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Markov chain
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random walk
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fixed transaction cost
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non-fixed transaction cost
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