Lepinette, Emmanuel; Molchanov, Ilya (2021). Risk arbitrage and hedging to acceptability under transaction costs. Finance and stochastics, 25(1), pp. 101-132. Springer-Verlag 10.1007/s00780-020-00434-3
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Item Type: |
Journal Article (Original Article) |
|---|---|
Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Molchanov, Ilya |
Subjects: |
300 Social sciences, sociology & anthropology > 310 Statistics 500 Science > 510 Mathematics |
ISSN: |
0949-2984 |
Publisher: |
Springer-Verlag |
Language: |
English |
Submitter: |
Ilya Molchanov |
Date Deposited: |
25 Feb 2021 17:07 |
Last Modified: |
05 Dec 2022 15:47 |
Publisher DOI: |
10.1007/s00780-020-00434-3 |
BORIS DOI: |
10.48350/152422 |
URI: |
https://boris.unibe.ch/id/eprint/152422 |
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