Optimal hedging of options with small but arbitrary transaction cost structure
A. E. Whalley; P. Wilmott
| Year of publication: |
1999
|
|---|---|
| Authors: | Whalley, A. E. ; Wilmott, Paul |
| Publisher: |
Oxford : Oxford Financial Research Centre |
| Subject: | Hedging | Transaktionskosten | Transaction costs | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading |
| Extent: | Online-Ressource (PDF-Datei: 22 S., 245 kB ) |
|---|---|
| Series: | Mathematical finance. - Oxford, ZDB-ID 2485418-9. - Vol. 1999,09 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009582836