Approximate hedging problem with transaction costs in stochastic volatility markets
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | https://hal.science/hal-00747689 |
| Author | Nguyen, Huu Thai, Pergamenchtchikov, Serguei |
| Maintainer | CCSD |
| Last Updated | May 5, 2026, 15:03 (UTC) |
| Created | May 5, 2026, 15:03 (UTC) |
| Identifier | hal-00747689 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Laboratoire de Mathématiques Raphaël Salem (LMRS) ; Université de Rouen Normandie (UNIROUEN) ; Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Nguyen, Huu Thai |
| date | 2012-11-01T00:00:00 |
| harvest_object_id | d5b47e84-4ddb-4eea-9d41-ea0ba08b1502 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2024-04-30T00:00:00 |
| set_spec | type:UNDEFINED |