Optimal hedging of Derivatives with transaction costs (2006)
AUTHORS:
Aurell Erik,
Muratore-Ginanneschi Paolo
JOURNAL:
International Journal of Theoretical and Applied Finance
VOLUME:
9
PAGES:
1051-1069
URL:
arXiv:physics/0509150
@article{ paperV, author = "Aurell, Erik and Muratore-Ginanneschi, Paolo", responsibleperson = "Aurell, Erik", title = "Optimal hedging of Derivatives with transaction costs", url = "arXiv:physics/0509150", journal = "International Journal of Theoretical and Applied Finance", volume = "9", flags = "RAE copy", year = "2006", impactfactor = "B", pages = "1051-1069" }