|
|
||
|
|
|
MR2164029
(2006i:91040)
91B28
(60G40 60G42)
Bouchard, Bruno; Temam, Emmanuel On the hedging of American options in discrete time markets with proportional transaction costs. Electron. J. Probab. 10 (2005), no. 22, 746--760 (electronic). |
|
|
| For users without a MathSciNet license , Relay Station allows linking from MR numbers in online mathematical literature directly to electronic journals and original articles. Subscribers receive the added value of full MathSciNet reviews. | ||||
|
|
||||
AMS Home Page
|