Option replication with large transactions costs

From MaRDI portal

Publication:1283705

Jump to:navigation, search

DOI10.1007/S002910050080zbMath0916.90024OpenAlexW3125901216MaRDI QIDQ1283705

Ariane Reiß

Publication date: 30 June 1999

Published in: OR Spektrum (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/104890

zbMATH Keywords

options dynamic programming transaction costs super-replication

Mathematics Subject Classification ID

This page was built for publication: Option replication with large transactions costs

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1283705&oldid=13390081"