"Robust hedging with proportional transaction costs."

Yan Dolinsky, H. Mete Soner (2014)

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DOI: 10.1007/S00780-014-0227-X

access: closed

type: Journal Article

metadata version: 2020-07-22

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Yan Dolinsky, H. Mete Soner:
Robust hedging with proportional transaction costs. Finance Stochastics 18(2): 327-347 (2014)

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