• Title of article

    Small transaction cost asymptotics and dynamic hedging

  • Author/Authors

    Claudio Albanese، نويسنده , , Stathis Tompaidis، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2008
  • Pages
    11
  • From page
    1404
  • To page
    1414
  • Keywords
    finance , Risk management , Transaction costs
  • Journal title
    European Journal of Operational Research
  • Serial Year
    2008
  • Journal title
    European Journal of Operational Research
  • Record number

    217387