Frequent Hedging under Transaction Costs and a Nonlinear...

SIAM Journal on Applied Mathematics 2001 / 10-12 Vol. 62; Iss. 2

Frequent Hedging under Transaction Costs and a Nonlinear Fokker-Planck PDE

Peter Grandits
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Volume:
62
Language:
english
Journal:
SIAM Journal on Applied Mathematics
DOI:
10.2307/3061776
Date:
October, 2001
File:
PDF, 1.94 MB
english, 2001
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