Hedging of American Options Under Transaction Costs
Year of publication: |
2012
|
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Authors: | Kabanov, Youri |
Other Persons: | Lepinette, Emmanuel (contributor) ; DeValière, Dimitri (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Transaktionskosten | Transaction costs | Hedging | Optionspreistheorie | Option pricing theory | Industrieforschung | Industrial research | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (15 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Finance & Stochastics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2009 erstellt |
Classification: | G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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