A TRANSACTION COST CONVERGENCE RESULT FOR GENERAL HEDGING STRATEGIES (Q2746224)
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scientific article; zbMATH DE number 1655683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A TRANSACTION COST CONVERGENCE RESULT FOR GENERAL HEDGING STRATEGIES |
scientific article; zbMATH DE number 1655683 |
Statements
A TRANSACTION COST CONVERGENCE RESULT FOR GENERAL HEDGING STRATEGIES (English)
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6 November 2002
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partial differential equation
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hedging
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transaction costs
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diffusion processes
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