ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS (Q2970317)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS |
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ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS (English)
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30 March 2017
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extended binomial model
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proportional transaction costs
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non-self-financing hedging
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