"Hedging Under an Expected Loss Constraint with Small Transaction Costs."

Bruno Bouchard, Ludovic Moreau, H. Mete Soner (2016)

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DOI: 10.1137/15M1006787

access: closed

type: Journal Article

metadata version: 2018-11-14

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Bruno Bouchard, Ludovic Moreau, H. Mete Soner:
Hedging Under an Expected Loss Constraint with Small Transaction Costs. SIAM J. Financial Math. 7(1): 508-551 (2016)

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