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Hedging in Jump Diffusion Model with Transaction Costs

Fuente: arXiv

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Bibliographic Details
Main Authors:	Almani, Hamidreza Maleki, Shokrollahi, Foad, Sottinen, Tommi
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Probability Portfolio Management 91G10, 91G20, 91G80, 60G51, 60J60, 60J65, 60J70, 60J76
Online Access:	Acceder al recurso
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