Hedging of game options with the presence of transaction costs

Dolinsky, Yan . The Annals of Applied Probability 2013. 23 (6) :2212-2237

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Bibtex

@article{CIS-319513,
  Author = {Dolinsky, Yan},
  Title = {Hedging of game options with the presence of transaction costs},
  Journal = {The Annals of Applied Probability},
  Volume = {23},
  Number = {6},
  Year = {2013},
  Pages = {2212--2237},
  Keywords = {}
}

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