Option pricing and hedging in the presence of transaction costs and nonlinear partial differential equations
Year of publication: |
2009
|
---|---|
Authors: | Zakamouline, Valeri |
Published in: |
Financial hedging. - New York : Nova Science Publishers, ISBN 978-1-60692-665-9. - 2009, p. 199-241
|
Subject: | Optionspreistheorie | Option pricing theory | Hedging | Transaktionskosten | Transaction costs | Nichtlineare Regression | Nonlinear regression |
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