A Convexity Approach to Option Pricing with Transaction Costs in Discrete Models (Q2909988)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Convexity Approach to Option Pricing with Transaction Costs in Discrete Models |
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A Convexity Approach to Option Pricing with Transaction Costs in Discrete Models (English)
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7 September 2012
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super(perfect) replication
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(unique)optimal replicating portfolio
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transaction costs
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trinomial model
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