Hedging of Claims with Physical Delivery under Convex Transaction Costs

✍ Scribed by Pennanen, Teemu; Penner, Irina

• Book ID: 118203604
• Publisher: Society for Industrial and Applied Mathematics
• Year: 2010
• Tongue: English
• Weight: 323 KB
• Volume: 1
• Category: Article
• ISSN: 1945-497X
• DOI: 10.1137/090754182