Competing methods for option hedging in the presence of transaction costs

Journal of Derivatives

Volumn 9, Issue 3, 2002, Pages 26-38

  Martellini, Lionel ^a   Priaulet, Philippe ^b  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b HSBC Halbis Partners   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84986267123     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2002.319177     Document Type: Article

References (25)

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