Hedging options under transaction costs and stochastic volatility
| Year of publication: |
2003
|
|---|---|
| Authors: | Gondzio, Jacek ; Kouwenberg, Roy ; Vorst, Ton |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 27.2003, 6, p. 1045-1068
|