A Caltech Library Service

Browse by Eprint ID

Number of items: 1.

Soner, H. M. and Shreve, S. E. and Cvitanić, J. (1995) There is no Nontrivial Hedging Portfolio for Option Pricing with Transaction Costs. Annals of Applied Probability, 5 (2). pp. 327-355. ISSN 1050-5164. http://resolver.caltech.edu/CaltechAUTHORS:SONaap95

This list was generated on Sun Dec 16 20:11:40 2018 PST.

CaltechAUTHORS is powered by EPrints 3.3 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.