Hedging of Claims with Physical Delivery under Convex Transaction Costs

Teemu Pennanen, Irina Penner

Research output: Contribution to journalArticleScientificpeer-review

28 Citations (Scopus)
Original languageEnglish
Pages (from-to)158-178
JournalSIAM JOURNAL ON FINANCIAL MATHEMATICS
Volume1
Issue number1
DOIs
Publication statusPublished - 2010
MoE publication typeA1 Journal article-refereed

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