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Reduction of the Mean Hedging Transaction Costs / Redukcija povprečnih transakcijskih stroškov hedging tehnike Cover

Reduction of the Mean Hedging Transaction Costs / Redukcija povprečnih transakcijskih stroškov hedging tehnike

Naše gospodarstvo/Our economy
Volume 61 (2015): Issue 5 (October 2015)
By: Miklavž Mastinšek  
Open Access
|Oct 2015

Authors

Miklavž Mastinšek

miklavz.mastinsek@um.si

DOI: https://doi.org/10.1515/ngoe-2015-0019 | Journal eISSN: 2385-8052 | Journal ISSN: 0547-3101
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Language: English
Page range: 23 - 31
Submitted on: Jun 1, 2015
Accepted on: Sep 1, 2015
Published on: Oct 29, 2015
Published by: University of Maribor
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
derivatives,
delta hedging,
transaction costs,
hedging error
Related subjects:
Business and economics,
Political economics,
Economic policy,
Business management,
Management, organization, corporate governance,
Mathematics and statistics for economists,
Statistics

© 2015 Miklavž Mastinšek, published by University of Maribor
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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