OpenAlex
Option hedging theory under transaction costs
Work
Year: 2009
Type: article
Source: Journal of Economic Dynamics and Control
Authors Tze Leung Lai, Tiong Wee Lim
Institutions Stanford University, Sequoia (United States), National University of Singapore
Cites: 31
Cited by: 11
Related to: 10
FWCI: 1.056
Citation percentile (by year/subfield): 85.33
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed