An endogenous volatility approach to pricing and hedging call options with transaction costs (Q5397412)
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scientific article; zbMATH DE number 6260365
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An endogenous volatility approach to pricing and hedging call options with transaction costs |
scientific article; zbMATH DE number 6260365 |
Statements
An endogenous volatility approach to pricing and hedging call options with transaction costs (English)
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20 February 2014
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Black-Scholes model
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hedging errors
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implied volatilities
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option pricing
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