@misc
{TN_libero_mab2,
author = {
Dolinsky, Yan
AND
Soner, Halil Mete
},
title = {
Robust hedging with proportional transaction costs
},
publisher = {Swiss Finance Inst.},
keywords = {
Optionsgeschäft
,
Hedging
,
Transaktionskosten
,
Portfolio-Management
,
Theorie
,
Weak convergence
,
Consistent price systems
,
Optimal transport
,
Arbeitspapier
,
Graue Literatur
},
year = {2013},
booktitle = {Research paper series / Swiss Finance Institute ; 13,11},
booktitle = {Swiss Finance Institute Research Paper ; No. 13-11},
address = {
Genève
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}