Dual characterization of super-hedging prices in a currency market with proportional transaction costs
Markus R. Schmidt
| Year of publication: |
1999
|
|---|---|
| Authors: | Schmidt, Markus R. |
| Publisher: |
Trier : Univ., Mathematik/Informatik |
| Subject: | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Hedging | Devisenoption | Currency option | Transaktionskosten | Transaction costs | Theorie | Theory |
| Extent: | 29, I S 30 cm |
|---|---|
| Series: | Forschungsbericht / Universität Trier, Mathematik, Informatik. - Trier : Univ., Mathematik, Informatik, ISSN 0944-0488, ZDB-ID 1130220-3. - Vol. 99-24 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001461438