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Optimal hedging in an extended binomial market under transaction costs.

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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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  Data: Optimal hedging in an extended binomial market under transaction costs.
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  Data: <searchLink fieldCode="AR" term="%22Josephy%2C+Norman%22">Josephy, Norman</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Kimball%2C+Lucia%22">Kimball, Lucia</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Steblovskaya%2C+Victoria%22">Steblovskaya, Victoria</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> vsteblovskay@bentley.edu</i>
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  Data: <searchLink fieldCode="JN" term="%22Quantitative+Finance%22">Quantitative Finance</searchLink>. May2016, Vol. 16 Issue 5, p763-776. 14p. 6 Charts, 2 Graphs.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=114464898
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        Value: 10.1080/14697688.2015.1039225
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      – Code: eng
        Text: English
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        PageCount: 14
        StartPage: 763
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      – TitleFull: Optimal hedging in an extended binomial market under transaction costs.
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            NameFull: Josephy, Norman
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            NameFull: Kimball, Lucia
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              Text: May2016
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