Lucia Kimball

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal hedging in an extended binomial market under transaction costs
Quantitative Finance
2021-07-16Paper
On the numerical aspects of optimal option hedging with transaction costs
International Journal of Theoretical and Applied Finance
2017-03-30Paper
Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market
Journal of Probability and Statistics
2012-03-13Paper


Research outcomes over time


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