Optimal Portfolio Hedging with Nonlinear Derivatives and Transaction Costs
| Year of publication: |
1999
|
|---|---|
| Authors: | Keppo, Jussi ; Peura, Samu |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 13.1999, 2, p. 117-146
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