Efficient option replication in the presence of transactions costs (Q375322)
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scientific article; zbMATH DE number 6220886
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient option replication in the presence of transactions costs |
scientific article; zbMATH DE number 6220886 |
Statements
Efficient option replication in the presence of transactions costs (English)
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29 October 2013
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transaction costs
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option hedging
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multi-scale
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time-scale diversification
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0.9290908
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0.92768115
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0.92730933
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0.91490114
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0.9124924
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0.9094078
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0.89181125
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