Hedging of the European option in discrete time under proportional transaction costs
Year of publication: |
2004
|
---|---|
Authors: | Kociński, Marek |
Published in: |
Mathematical Methods of Operations Research. - Springer. - Vol. 59.2004, 2, p. 315-328
|
Publisher: |
Springer |
Subject: | European option | Self-financing strategy | Hedging | Transaction costs |
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