Efficient option replication in the presence of transactions costs
type: Item
instance of: scholarly article
title: Efficient option replication in the presence of transactions costs
zbMATH Open document ID: 1274.91388
DOI: 10.1023/A:1009632624999
author: Lionel Martellini
published in: Review of Derivatives Research
publication date: 2013-10-29T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6220886
zbMATH Keywords: transaction costs
zbMATH Keywords: option hedging
zbMATH Keywords: multi-scale
zbMATH Keywords: time-scale diversification
MaRDI profile type: Publication
full work available at URL: a:1009632624999
OpenAlex ID: W3122571528
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description: scientific article; zbMATH DE number 6220886