Hedging and liquidation under transaction costs in currency markets

DOI10.1007/s007800050061zbMath0926.60036OpenAlexW2044141035MaRDI QIDQ1297915

Youri M.Kabanov

Publication date: 14 September 1999

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s007800050061

zbMATH Keywords

hedgingtransaction costcontingent claimcurrency market

Mathematics Subject Classification ID

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