There is no Nontrivial Hedging Portfolio for Option Pricing with Transaction Costs
| Autor: | Soner, H. M., Shreve, S. E., Cvitanić, J. |
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| Zdroj: | The Annals of Applied Probability, 1995 May 01. 5(2), 327-355. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
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| Autor: | Soner, H. M., Shreve, S. E., Cvitanić, J. |
|---|---|
| Zdroj: | The Annals of Applied Probability, 1995 May 01. 5(2), 327-355. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
|