Option hedging for small investors under liquidity costs

Umut Çetin, H. Mete Soner, Nizar Touzi. Option hedging for small investors under liquidity costs. Finance and Stochastics, 14(3):317-341, 2010. [doi]

Authors

Umut Çetin

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H. Mete Soner

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Nizar Touzi

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