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Optimal hedging in an extended binomial market under transaction costs.

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Bibliographic Details
Title:	Optimal hedging in an extended binomial market under transaction costs.
Authors:	Josephy, Norman¹ (AUTHOR), Kimball, Lucia¹ (AUTHOR), Steblovskaya, Victoria¹ (AUTHOR) vsteblovskay@bentley.edu
Source:	Quantitative Finance. May2016, Vol. 16 Issue 5, p763-776. 14p. 6 Charts, 2 Graphs.
Database:	Mathematics Source
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Description
ISSN:	14697688
DOI:	10.1080/14697688.2015.1039225