✦ LIBER ✦

Discrete–time delta hedging and the Black–Scholes model with transaction costs

✍ Scribed by Miklavž Mastinšek

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Weighted BMO and discrete time hedging w

✍ Stefan Geiss 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 310 KB

Scaling and long-range dependence in opt

✍ Xiao-Tian Wang 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 269 KB

Scaling and long range dependence in opt

✍ Xiao-Tian Wang 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 511 KB

Asset Pricing and Hedging in Financial M

✍ M. A. H. Dempster; I. V. Evstigneev; M. I. Taksar 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 282 KB