Optimal delta-hedging under transactions costs
| Year of publication: |
1997
|
|---|---|
| Authors: | Clewlow, Les ; Hodges, Stewart |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 21.1997, 8-9, p. 1353-1376
|
| Publisher: |
Elsevier |