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N°14-60: Hedging Under an Expected Loss Constraint with Small Transaction Costs, B. Bouchard, L. Moreau, and H. M. Soner, 2014.

N°14-60: Hedging Under an Expected Loss Constraint with Small Transaction Costs, B. Bouchard, L. Moreau, and H. M. Soner, 2014.

AuthorHalil Mete Soner, B. Bouchard, L. Moreau
CatégorieWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2512205

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