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~subject:"Transaktionskosten"
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Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek
;
Kouwenberg, Roy
;
Vorst, Ton
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1045-1068
Persistent link: https://www.econbiz.de/10001734558
Saved in:
2
Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek
;
Kouwenberg, Roy
;
Vorst, Ton
-
1999
Persistent link: https://www.econbiz.de/10001447155
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