EXACT FORMULAS FOR EXPECTED HEDGING ERROR AND TRANSACTIONS COSTS IN OPTION REPLICATION

Authors
TOFT KB
Citation
Kb. Toft, EXACT FORMULAS FOR EXPECTED HEDGING ERROR AND TRANSACTIONS COSTS IN OPTION REPLICATION, The Journal of finance, 49(3), 1994, pp. 1098-1099
Citations number
NO
Categorie Soggetti
Business Finance
Journal title
The Journal of finance → ACNP
ISSN journal
00221082
Volume
49
Issue
3
Year of publication
1994
Pages
1098 - 1099
Database
ISI
SICI code
0022-1082(1994)49:3<1098:EFFEHE>2.0.ZU;2-3