Optimal hedging in an extended binomial market under transaction costs (Q5001170)
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scientific article; zbMATH DE number 7372432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging in an extended binomial market under transaction costs |
scientific article; zbMATH DE number 7372432 |
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Optimal hedging in an extended binomial market under transaction costs (English)
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16 July 2021
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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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optimal expected accumulated residual
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