Approximate hedging for nonlinear transaction costs on the volume of traded assets
Crossref DOI link: https://doi.org/10.1007/s00780-015-0262-2
Published Online: 2015-04-10
Published Print: 2015-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Elie, Romuald
Lépinette, Emmanuel
Text and Data Mining valid from 2015-04-10