Small transaction cost asymptotics and dynamic hedging
| Year of publication: |
2008
|
|---|---|
| Authors: | Albanese, Claudio ; Tompaidis, Stathis |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 185.2008, 3, p. 1404-1414
|
| Publisher: |
Elsevier |