An asymptotic analysis of an optimal hedging model for option pricing with transaction costs
Year of publication: |
1997
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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 |
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