Option Pricing and Hedging in Discrete Time with Transaction Costs and Incomplete Markets

Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic

Original language	English
Title of host publication	Mathematics of Derivative Securities
Editors	M.A.H. Dempster, S.R. Pliska
Place of Publication	Cambridge
Publisher	Cambridge Univesity Press
Pages	190-215
Publication status	Published - 1997

Persistent URL (handle)

@inbook{de1274eb4aee48bcb0cf0be6194aeabf,

title = "Option Pricing and Hedging in Discrete Time with Transaction Costs and Incomplete Markets",

author = "F. Mercurio and A.C.F. Vorst",

year = "1997",

language = "English",

pages = "190--215",

editor = "M.A.H. Dempster and S.R. Pliska",

booktitle = "Mathematics of Derivative Securities",

publisher = "Cambridge Univesity Press",

}