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An asymptotic analysis of an optimal hedging model for option pricing with transaction costs
Whalley, A. E. - In: Mathematical finance : an international journal of … 7 (1997) 3, pp. 307-324
Persistent link: https://www.econbiz.de/10001224009
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Hedging option portfolios in the presence of transaction costs
Hoggard, T. - In: Advances in futures and options research : a research annual 7 (1994), pp. 21-35
Persistent link: https://www.econbiz.de/10001193407
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The valuation of a firm advertising optimally
Epstein, D.; Mayor, N.; Schonbucher, P.; Whalley, A. E.; … - 1999
Persistent link: https://www.econbiz.de/10009581676
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Optimal hedging of options with small but arbitrary transaction cost structure
Whalley, A. E.; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582836