ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS.

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Bibliographic Details
Title:	ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS.
Authors:	JOSEPHY, NORMAN¹, KIMBALL, LUCIA¹, STEBLOVSKAYA, VICTORIA¹
Source:	International Journal of Theoretical & Applied Finance. Feb2017, Vol. 20 Issue 1, p-1. 22p.
Database:	Mathematics Source

Description
ISSN:	02190249
DOI:	10.1142/S0219024917500029