An asymptotic analysis of an optimal hedging model for option pricing with transaction costs
A. E. Whalley ; P. Wilmott
| Year of publication: |
1997
|
|---|---|
| Authors: | Whalley, A. E. |
| Other Persons: | Wilmott, Paul (contributor) |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 7.1997, 3, p. 307-324
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| Subject: | Optionspreistheorie | Option pricing theory | Transaktionskosten | Transaction costs | Hedging | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001224009