Robust hedging with proportional transaction costs
Publication status
publishedJournal / series
Finance and StochasticsVolume
Pages
Publisher
SpringerSubject
European options; Robust hedging; Transaction costs; Weak convergence; Consistent price systems; Optimal transportOrganisational unit
03658 - Schweizer, Martin03844 - Soner, Mete
Notes
Received 4 February 2013, Accepted 20 September 2013, Published online 4 March 2014.More
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