EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS (Q2746235)
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scientific article; zbMATH DE number 1655706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS |
scientific article; zbMATH DE number 1655706 |
Statements
EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS (English)
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20 November 2002
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stochastic control
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pricing of European options
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short selling restrictions
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transaction costs
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stochastic impulse control
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lower bounds of the hedging prices
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