Hedging under Transaction Costs in Currency Markets: a Discrete‐Time Model

By Freddy Delbaen, Yuri M. Kabanov, Esko Valkeila. 2002

47 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/77128ad435e7641766f264f51abcd8b8dad56bef