Hedging and Portfolio Optimization Under Transaction Costs: A Martingale Approach
| Year of publication: |
1996
|
|---|---|
| Authors: | Cvitanic, Jaksa ; Karatzas, Ioannis |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 6.1996, 2, p. 133-166
|