Small transaction cost asymptotics and dynamic hedging (Q2464226): Difference between revisions

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+https://doi.org/10.1016/j.ejor.2004.08.049
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+W2009671763
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+DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
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+The Pricing of Options and Corporate Liabilities
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+Optimal delta-hedging under transactions costs
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+Portfolio Selection with Transaction Costs
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+European Option Pricing with Transaction Costs
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+Q4905685
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+Q3160516
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+There is no nontrivial hedging portfolio for option pricing with transaction costs
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