SCOPUS 정보 검색 플랫폼

Volumn 64, Issue 2, 2006, Pages 227-236

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

Author keywords

Delta hedging; Transaction costs

Indexed keywords

COSTS; FINANCIAL DATA PROCESSING; OPERATIONS RESEARCH; OPTIMIZATION;

CALL OPTION; DELTA HEDGING; DISCRETE TIME TRADING; TRANSACTION COSTS;

DISCRETE TIME CONTROL SYSTEMS;

EID: 33749013292 PISSN: 14322994 EISSN: 14325217 Source Type: Journal
DOI: 10.1007/s00186-006-0086-0 Document Type: Article

Times cited : (15)

References (12)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.