Open AccessThe accounting of illiquidity and transaction costs during the delta-hedging
Author(s) -
Mikhail M. Dyshaev,
В. Е. Федоров
Publication year - 2021
Publication title -
prikladnaâ matematika and fizika
Language(s) - English
Resource type - Journals
ISSN - 2687-0959
DOI - 10.52575/2687-0959-2021-53-2-132-143
Subject(s) - transaction cost , financial economics , database transaction , economics , business , econometrics , accounting , finance , computer science , database