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Mean-variance hedging with uncertain trade execution
Matsumoto, Koichi - In: Applied mathematical finance 16 (2009) 3/4, pp. 219-252
Persistent link: https://www.econbiz.de/10003916153
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Option replication in discrete time with illiquidity
Matsumoto, Koichi - In: Applied mathematical finance 20 (2013) 1/2, pp. 167-190
Persistent link: https://www.econbiz.de/10009737170
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Mean-Variance Hedging with Uncertain Trade Execution
Matsumoto, Koichi - In: Applied mathematical finance 16 (2009) 3-4, pp. 219-252
Persistent link: https://www.econbiz.de/10008336489
Cover Image
Mean-Variance Hedging with Uncertain Trade Execution
Matsumoto, Koichi - In: Applied mathematical finance 16 (2009) 3, pp. 219-252
Persistent link: https://www.econbiz.de/10008269398
Cover Image
Option Replication in Discrete Time with Illiquidity
Matsumoto, Koichi - In: Applied mathematical finance 20 (2013) 2, pp. 167-190
Persistent link: https://www.econbiz.de/10010074809