Dynamic hedging portfolios for derivative securities in the presence of large transaction costs
Work
Year: 1994
Type: article
Source: Applied Mathematical Finance
Authors Avellaneda Marco, Antonio Paras
Cites: 11
Cited by: 122
Related to: 10
FWCI: 3.544
Citation percentile (by year/subfield): 97.52
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: closed