𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Hedging under Transaction Costs in Currency Markets: a Continuous-Time Model

✍ Scribed by YURI M. KABANOV; GÜNTER LAST


Book ID
108550383
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
115 KB
Volume
12
Category
Article
ISSN
0960-1627

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


The Interval Market Model in Mathematica
✍ Bernhard, Pierre; Engwerda, Jacob C.; Roorda, Berend; Schumacher, J.M.; Kolokolt 📂 Article 📅 2012 🏛 Springer New York 🌐 English ⚖ 346 KB

Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous