Option hedging for small investors under liquidity costs
type: Item
instance of: scholarly article
title: Option hedging for small investors under liquidity costs
zbMATH Open document ID: 1226.91072
author: Umut Cetin
author: Nizar Touzi
author: H. Mete Soner
published in: Finance and Stochastics
publication date: 2011-11-27T00:00:00Z
full work available at URL: http://eprints.lse.ac.uk/28992/
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 5981313
MaRDI profile type: Publication
OpenAlex ID: W2141791186
Wikidata QID: Q57635925
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DOI: 10.1007/S00780-009-0116-X
description: scientific article; zbMATH DE number 5981313