Work

Hedging of Contingent Claims under Transaction Costs

Year: 2002

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-3-662-04790-3_7

Authors: Yuri M. Kabanov, Christophe Stricker

Institutions: Central Economics and Mathematics Institute, Université de Franche-Comté

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W106784239

FWCI: 7

Cites: 30

Cited by: 45

Related to: 10