The least cost super replicating portfolio in the Boyle-Vorst model with transaction costs
Guan-Yu Chen; Kem Palmer; Yuan-Chung Sheu
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Guan-Yu ; Palmer, Kem ; Sheu, Yuan-Chung |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 11.2008, 1, p. 55-85
|
| Subject: | Optionspreistheorie | Option pricing theory | Transaktionskosten | Transaction costs | Hedging |
| 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/10003692725