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Option replication in discrete time with transaction costs
Boyle, Phelim P. - In: The journal of finance : the journal of the American … 47 (1992) 1, pp. 271-293
Persistent link: https://www.econbiz.de/10001124506
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Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000903478
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Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek; Kouwenberg, Roy; Vorst, Ton - 1999
Persistent link: https://www.econbiz.de/10001447155
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Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek; Kouwenberg, Roy; Vorst, Ton - In: Journal of economic dynamics & control 27 (2003) 6, pp. 1045-1068
Persistent link: https://www.econbiz.de/10001734558
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Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000912212