Title of article :
Optimal delta-hedging under transactions costs
Author/Authors :
Les Clewlow، نويسنده , , Stewart Hodges، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Keywords :
Transaction costs , Computational methods , SIMULATION , Hedging , Option Pricing
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
