Efficient option replication in the presence of transactions costs
Year of publication: |
2000
|
---|---|
Authors: | Martellini, Lionel |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 4.2000, 2, p. 107-131
|
Subject: | Optionsgeschäft | Option trading | Hedging | Transaktionskosten | Transaction costs | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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