Optimal partial hedging of options with small transaction costs
Year of publication: |
2011
|
---|---|
Authors: | Whalley, A. Elizabeth |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 9, p. 855-897
|
Subject: | Derivat | Derivative | Hedging | Optionsgeschäft | Option trading | Portfolio-Management | Portfolio selection |
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