Title
There is no nontrivial hedging portfolio for option pricing with transaction costs
Related to
Institute for Mathematics and Its Applications>IMA Preprints Series
Suggested Citation
Soner, H.M.; Shreve, S.E.; Cvitanic, J..
(1994).
There is no nontrivial hedging portfolio for option pricing with transaction costs.
Retrieved from the University of Minnesota Digital Conservancy,
https://hdl.handle.net/11299/2612.