Optimal Replication of Options with Transactions Costs and Trading Restrictions
| Year of publication: |
1993
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|---|---|
| Authors: | Edirisinghe, Chanaka ; Naik, Vasanttilak ; Uppal, Raman |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 28.1993, 1, p. 117-138
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