Minimizing transaction costs of option hedging strategies
E. R. Grannan ; G. H. Swindle
| Year of publication: |
1996
|
|---|---|
| Authors: | Grannan, E. R. |
| Other Persons: | Swindle, Glen H. (contributor) |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 6.1996, 4, p. 341-364
|
| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Theorie | Theory |
| 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/10001208937