On the choice between two delta-hedging strategies
Liang Hong
| Year of publication: |
April 2016
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|---|---|
| Authors: | Hong, Liang |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 39.2016, 1, p. 69-80
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| Subject: | Cost of hedging | Re-balancing | Markov chain | Random walk | Fixed transaction cost | Non-fixed transaction cost | Transaktionskosten | Transaction costs | Theorie | Theory | Hedging | Markov-Kette | Portfolio-Management | Portfolio selection | Random Walk |
| Extent: | Illustrationen |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-016-0172-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011451654