Option hedging for small investors under liquidity costs
From MaRDI portal
Publication:650751
DOI10.1007/s00780-009-0116-xzbMath1226.91072WikidataQ57635925 ScholiaQ57635925MaRDI QIDQ650751
Umut Çetin, Nizar Touzi, Halil Mete Soner
Publication date: 27 November 2011
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/28992/
60H30: Applications of stochastic analysis (to PDEs, etc.)
91G20: Derivative securities (option pricing, hedging, etc.)
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