Hedging options under transaction costs and stochastic volatility

J Gondzio, Roy Kouwenberg, ACF (Ton) Vorst

Research output: Contribution to journalArticleAcademicpeer-review

22 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)1045-1068
Number of pages24
JournalJournal of Economic Dynamics and Control
Volume27
Issue number6
DOIs
Publication statusPublished - 2003

Bibliographical note

April 2003

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