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Partial Hedging under Transaction Costs - MaRDI portal

Partial Hedging under Transaction Costs (Q4443053)

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scientific article; zbMATH DE number 2024334
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English
Partial Hedging under Transaction Costs
scientific article; zbMATH DE number 2024334

    Statements

    title
    Partial Hedging under Transaction Costs (English)
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    author
    Kenji Kamizono
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    publication date
    8 January 2004
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    zbMATH Keywords
    Hedging
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    expected shortfall
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    transaction costs
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B30
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    91B70
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    93E20
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    zbMATH DE Number
    2024334
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