Bruno Bouchard 0002, Ludovic Moreau, H. Mete Soner. Hedging Under an Expected Loss Constraint with Small Transaction Costs. SIAM J. Financial Math., 7(1):508-551, 2016. [doi]
@article{BouchardMS16,
title = {Hedging Under an Expected Loss Constraint with Small Transaction Costs},
author = {Bruno Bouchard 0002 and Ludovic Moreau and H. Mete Soner},
year = {2016},
doi = {10.1137/15M1006787},
url = {http://dx.doi.org/10.1137/15M1006787},
researchr = {https://researchr.org/publication/BouchardMS16},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {7},
number = {1},
pages = {508-551},
}