Option replication with large transactions costs
type: Item
instance of: scholarly article
title: Option replication with large transactions costs
zbMATH Open document ID: 0916.90024
author: Ariane Reiß
published in: OR Spektrum
publication date: 1999-06-30T00:00:00Z
full work available at URL: http://hdl.handle.net/10419/104890
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1270992
zbMATH Keywords: transaction costs
zbMATH Keywords: options
zbMATH Keywords: super-replication
zbMATH Keywords: dynamic programming
MaRDI profile type: Publication
OpenAlex ID: W3125901216
DOI: 10.1007/S002910050080
description: scientific article; zbMATH DE number 1270992