Limit Theorems for Partial Hedging under Transaction Costs
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Author / Producer
Date
2014-07
Publication Type
Journal Article
ETH Bibliography
yes
Citations
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Rights / License
Permanent link
Publication status
published
Editor
Book title
Journal / series
Volume
24 (3)
Pages / Article No.
567 - 597
Publisher
Wiley-Blackwell
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
American options; Shortfall risk; Transaction costs
Organisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Notes
Published online 14 June 2012. See also: http://e-citations.ethbib.ethz.ch/view/pub:46371.
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