"Option hedging for small investors under liquidity costs."

Umut Çetin, H. Mete Soner, Nizar Touzi (2010)

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DOI: 10.1007/S00780-009-0116-X

access: closed

type: Journal Article

metadata version: 2024-10-06

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Umut Çetin, H. Mete Soner, Nizar Touzi:
Option hedging for small investors under liquidity costs. Finance Stochastics 14(3): 317-341 (2010)

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