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An option to reduce transaction costs
Jonathan Goodman, Daniel N. Ostrov
Mathematics
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peer-review
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Mathematics
Minimizes
100%
Stochastics
100%
Asymptotic Expansion
100%
Applied Mathematics
100%
Optimal Strategy
100%
Mathematical Proof
100%
Hedging Strategy
100%
Keyphrases
Merton
100%
Reduce Transaction Cost
100%
Transaction Costs
57%
Magic Points
42%
Macroscopic Analysis
28%
Mesoscopic
14%
Asymptotic Expansion
14%
Leading Order
14%
Applied Mathematics
14%
Optimal Strategy
14%
Optimal Investment
14%
Black-Scholes
14%
Microscopic Scale
14%
Optimal Portfolio
14%
Three-scale
14%
Mesoscopic Scale
14%
Mathematical Proof
14%
Trading Costs
14%
Order Optimal
14%
Hedging Strategy
14%
Dynamic Trading Strategies
14%
Economics, Econometrics and Finance
Transaction Costs
100%
Hedging
20%