Title of article
Hedging options under transaction costs and stochastic volatility
Author/Authors
Jacek Gondzio، نويسنده , , Roy Kouwenberg، نويسنده , , Ton Vorst، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
24
From page
1045
To page
1068
Keywords
Stochastic Volatility , stochastic programming , High-performance computing , Option hedging , Computational >nance
Journal title
Journal of Economic Dynamics and Control
Serial Year
2003
Journal title
Journal of Economic Dynamics and Control
Record number
238371
Link To Document