Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710)
From MaRDI portal
scientific article; zbMATH DE number 7247825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps |
scientific article; zbMATH DE number 7247825 |
Statements
Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (English)
0 references
16 September 2020
0 references
transaction costs
0 references
Leland strategy
0 references
jump models
0 references
stochastic volatility
0 references
approximate hedging
0 references
limit theorem
0 references
super-hedging
0 references
quantile hedging
0 references
0 references
0 references
