Umut Çetin, H. Mete Soner, Nizar Touzi. Option hedging for small investors under liquidity costs. Finance and Stochastics, 14(3):317-341, 2010. [doi]
@article{CetinST10,
title = {Option hedging for small investors under liquidity costs},
author = {Umut Çetin and H. Mete Soner and Nizar Touzi},
year = {2010},
doi = {10.1007/s00780-009-0116-x},
url = {http://dx.doi.org/10.1007/s00780-009-0116-x},
researchr = {https://researchr.org/publication/CetinST10},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {14},
number = {3},
pages = {317-341},
}