Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs

✍ Scribed by Zakamouline, Valeri I.

• Book ID: 127270359
• Publisher: Taylor and Francis Group
• Year: 2006
• Tongue: English
• Weight: 217 KB
• Volume: 6
• Category: Article
• ISSN: 1469-7688
• DOI: 10.1080/14697680600724809