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Gondzio, J., Kouwenberg, J. and Vorst, A. (2003). Hedging Options under Transaction Costs and Stochastic Volatility Journal of Economic Dynamics and Control, 27(6):1045--1068.

  • Affiliated authors
    Roy Kouwenberg, Ton Vorst
  • Publication year
    2003
  • Journal
    Journal of Economic Dynamics and Control
View publication