| Original language | English |
|---|---|
| Pages (from-to) | 763-776 |
| Journal | Quantitative Finance |
| Volume | 16 |
| Issue number | 5, May 2016 |
| State | Published - 2015 |
Optimal Hedging in an Extended Binomial Market under Transaction Costs
- Victoria Steblovskaya
- , Norman H. Josephy
- , Lucy Kimball
Research output: Contribution to journal › Article