SCOPUS 정보 검색 플랫폼

Volumn 59, Issue 2, 2004, Pages 315-328

Hedging of the European option in discrete time under proportional transaction costs

Author keywords

European option; Hedging; Self financing strategy; Transaction costs

Indexed keywords

COSTS; DISCRETE TIME CONTROL SYSTEMS; MATHEMATICAL MODELS; PROBABILITY; PROBLEM SOLVING; STRATEGIC PLANNING;

EUROPEAN OPTION; HEDGING; SELF-FINANCING STRATEGY; TRANSACTION COSTS;

OPERATIONS RESEARCH;

EID: 21144444816 PISSN: 14322994 EISSN: None Source Type: Journal
DOI: 10.1007/s001860300323 Document Type: Article

Times cited : (9)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.