Hedging Options under Transaction Costs and Stochastic Volatility

J. Gondzio, J.H.M. Kouwenberg, A.C.F. Vorst

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	1045-1068
Journal	Journal of Economic Dynamics and Control
Volume	27
Issue number	6
DOIs	https://doi.org/10.1016/S0165-1889(02)00054-4
Publication status	Published - 2003

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title = "Hedging Options under Transaction Costs and Stochastic Volatility",

author = "J. Gondzio and J.H.M. Kouwenberg and A.C.F. Vorst",

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journal = "Journal of Economic Dynamics and Control",

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T1 - Hedging Options under Transaction Costs and Stochastic Volatility

AU - Gondzio, J.

AU - Kouwenberg, J.H.M.

AU - Vorst, A.C.F.

PY - 2003

Y1 - 2003

U2 - 10.1016/S0165-1889(02)00054-4

DO - 10.1016/S0165-1889(02)00054-4

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VL - 27

SP - 1045

EP - 1068

JO - Journal of Economic Dynamics and Control

JF - Journal of Economic Dynamics and Control

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