Work

Option Pricing and Hedging With Small Transaction Costs

Year: 2012

Type: article

Source: Mathematical Finance

DOI: 10.1111/mafi.12035

Authors: Jan Kallsen, Johannes Muhle‐Karbe

Institutions: Christian-Albrechts-Universität zu Kiel, ETH Zurich, Swiss Finance Institute

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: National Science Foundation, Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung

OpenAlex ID: W2950462270

FWCI: 5.988

Cites: 33

Cited by: 53

Related to: 10