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~isPartOf:"Finance and stochastics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Cai, Jiatu"
~subject:"Mathematical programming"
~subject:"Transaktionskosten"
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Cai, Jiatu
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Finance and stochastics
Management science : journal of the Institute for Operations Research and the Management Sciences
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Asymptotic replication with modified volatility under small transaction costs
Cai, Jiatu
;
Fukasawa, Masaaki
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 381-431
Persistent link: https://www.econbiz.de/10011471177
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