Robust hedging with proportional transaction costs

Author： Dolinsky Yan   Soner H.  

Publisher： Springer Publishing Company

ISSN： 0949-2984

Source： Finance and Stochastics, Vol.18, Iss.2, 2014-04, pp. : 327-347

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

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