Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs (Q3063878)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs |
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Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs (English)
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15 December 2010
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Black-Scholes formula
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transaction costs
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Leland's strategy
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approximate hedging
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