Hedging Options with Transaction Costs (Q5297392)
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scientific article; zbMATH DE number 5172392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging Options with Transaction Costs |
scientific article; zbMATH DE number 5172392 |
Statements
Hedging Options with Transaction Costs (English)
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18 July 2007
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optimal investment problem
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HARA type utility function
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viscosity solution
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indirect utility function
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