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"Small transaction cost asymptotics and dynamic hedging."

Claudio Albanese, Stathis Tompaidis (2008)

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DOI: 10.1016/J.EJOR.2004.08.049

access: closed

type: Journal Article

metadata version: 2020-02-21

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Claudio Albanese, Stathis Tompaidis:
Small transaction cost asymptotics and dynamic hedging. Eur. J. Oper. Res. 185(3): 1404-1414 (2008)

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