Discrete-time delta hedging and the Black-Scholes model with transaction costs (Q857949)
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scientific article; zbMATH DE number 5082020
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time delta hedging and the Black-Scholes model with transaction costs |
scientific article; zbMATH DE number 5082020 |
Statements
Discrete-time delta hedging and the Black-Scholes model with transaction costs (English)
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5 January 2007
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delta hedging
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transaction costs
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