Non Quadratic Local Risk-Minimization for Hedging Contingent Claims in the Presence of Transaction Costs
2016 ◽
Vol 34
(4)
◽
pp. 662-678
◽
Keyword(s):
1999 ◽
Vol 36
(04)
◽
pp. 1126-1139
◽
Keyword(s):
2011 ◽
Vol 2
(1)
◽
pp. 342-356
◽
2016 ◽
Vol 19
(02)
◽
pp. 1650008
◽
1999 ◽
Vol 36
(4)
◽
pp. 1126-1139
◽
Keyword(s):
1998 ◽
Vol 23
(3)
◽
pp. 585-612
◽