Risk measure pricing and hedging in the presence of transaction costs (Q874350)
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scientific article; zbMATH DE number 5140495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measure pricing and hedging in the presence of transaction costs |
scientific article; zbMATH DE number 5140495 |
Statements
Risk measure pricing and hedging in the presence of transaction costs (English)
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5 April 2007
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risk convex measure
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option pricing
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incomplete markets
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transaction costs
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utility indifference price
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quasi left-continuous
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