On the hedging of American options in discrete time markets with proportional transaction costs.
Bouchard, Bruno, Temam, Emmanuel (2005)
Electronic Journal of Probability [electronic only]
Similarity:
Bouchard, Bruno, Temam, Emmanuel (2005)
Electronic Journal of Probability [electronic only]
Similarity:
Londoño, Jaime A. (2004)
Electronic Communications in Probability [electronic only]
Similarity:
Yang, Jianqi, Yan, Haifeng, Liu, Limin (2006)
Journal of Applied Mathematics and Decision Sciences
Similarity:
Yuri Kabanov, Christophe Stricker (2001)
Séminaire de probabilités de Strasbourg
Similarity:
Jean Jacod (2002)
Séminaire de probabilités de Strasbourg
Similarity:
Christophe Stricker, Jia-An Yan (1998)
Séminaire de probabilités de Strasbourg
Similarity:
Takeshi Sekiguchi (1976)
Séminaire de probabilités de Strasbourg
Similarity:
Jean Jacod (1997)
Séminaire de probabilités de Strasbourg
Similarity:
Minkova, Leda D. (1996)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Kühn, Christoph, Stroh, Maximilian (2009)
Electronic Communications in Probability [electronic only]
Similarity:
Bielecki, Tomasz R., Crépey, Stéphane, Jeanblanc, Monique, Rutkowski, Marek (2009)
Journal of Applied Mathematics and Stochastic Analysis
Similarity: