Energy-based assets : modelling, option pricing and delta hedging with transaction costs
Sovan Mitra
| Year of publication: |
2011
|
|---|---|
| Authors: | Mitra, Sovan |
| Published in: |
International journal of sustainable economy. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-5804, ZDB-ID 2476560-0. - Vol. 3.2011, 1, p. 20-43
|
| Subject: | Transaktionskosten | Transaction costs | Hedging | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection |
| 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/10008825411