Hedging of American Options under Transaction Costs
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 0949-2984 |
| Author | de Vallière, Dimitri, Denis, Emmanuel, Kabanov, Yuri |
| Maintainer | CCSD |
| Last Updated | May 17, 2026, 08:23 (UTC) |
| Created | May 17, 2026, 08:23 (UTC) |
| Identifier | hal-00700837 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Laboratoire de Mathématiques de Besançon (UMR 6623) (LMB) ; Centre National de la Recherche Scientifique (CNRS)-Université Marie et Louis Pasteur (UMLP) ; Université Bourgogne Franche-Comté [COMUE] (UBFC)-Université Bourgogne Franche-Comté [COMUE] (UBFC) |
| creator | de Vallière, Dimitri |
| date | 2009-05-17T00:00:00 |
| harvest_object_id | 47950f52-e9e4-4ef7-8f37-5e4ac5f1db7e |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-05-13T00:00:00 |
| set_spec | type:ART |