On the hedging of American options in discrete time markets with proportional transaction costs.

Bouchard, Bruno, and Temam, Emmanuel. "On the hedging of American options in discrete time markets with proportional transaction costs.." Electronic Journal of Probability [electronic only] 10 (2005): 746-760. <http://eudml.org/doc/127887>.

@article{Bouchard2005,
author = {Bouchard, Bruno, Temam, Emmanuel},
journal = {Electronic Journal of Probability [electronic only]},
language = {eng},
pages = {746-760},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {On the hedging of American options in discrete time markets with proportional transaction costs.},
url = {http://eudml.org/doc/127887},
volume = {10},
year = {2005},
}

TY - JOUR
AU - Bouchard, Bruno
AU - Temam, Emmanuel
TI - On the hedging of American options in discrete time markets with proportional transaction costs.
JO - Electronic Journal of Probability [electronic only]
PY - 2005
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 10
SP - 746
EP - 760
LA - eng
UR - http://eudml.org/doc/127887
ER -