Title of article
Optimal delta-hedging under transactions costs
Author/Authors
Les Clewlow، نويسنده , , Stewart Hodges، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
24
From page
1353
To page
1376
Keywords
Transaction costs , Computational methods , SIMULATION , Hedging , Option Pricing
Journal title
Journal of Economic Dynamics and Control
Serial Year
1997
Journal title
Journal of Economic Dynamics and Control
Record number
237474
Link To Document