Narrow search
Showing 1 - 4 of 4
Cover Image
Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek; Kouwenberg, Roy; Vorst, Ton - 1999
Persistent link: https://www.econbiz.de/10001447155
Cover Image
Option pricing with hedging at fixed trading dates
Mercurio, Fabio; Vorst, Ton - 1997
Persistent link: https://www.econbiz.de/10000969030
Cover Image
Option pricing with hedging at fixed trading dates
Mercurio, Fabio - In: Applied mathematical finance 3 (1996) 2, pp. 135-158
Persistent link: https://www.econbiz.de/10001219285
Cover Image
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