Hedging options under transaction costs and stochastic volatility

Jacek Gondzio, Roy Kouwenberg and Ton Vorst ()

Journal of Economic Dynamics and Control, 2003, vol. 27, issue 6, 1045-1068

Date: 2003
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Working Paper: Hedging Options under Transaction Costs and Stochastic Volatility (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:27:y:2003:i:6:p:1045-1068

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