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      Robust hedging with proportional transaction costs

      Author(s): ,
      Publication date (Electronic):
      Journal: Finance and Stochastics
      Publisher: Springer Nature

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          Robust hedging of the lookback option

          David Hobson (1998)
          Article 0 comments Cited 72 times – based on 0 reviews     Review now
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            The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time

            Walter Schachermayer (2004)
            Article 0 comments Cited 59 times – based on 0 reviews     Review now
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              Model-independent bounds for option prices—a mass transport approach

              Mathias Beiglböck, Pierre Henry-Labordère, Friedrich Penkner (2013)
              Article 0 comments Cited 49 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Finance and Stochastics
                Abbreviated Title: Finance Stoch
                Publisher: Springer Nature
                ISSN (Print): 0949-2984
                ISSN (Electronic): 1432-1122
                Publication date Created: April 2014
                Publication date (Electronic): March 4 2014
                Publication date (Print): April 2014
                Volume: 18
                Issue: 2
                Pages: 327-347
                Article
                DOI: 10.1007/s00780-014-0227-x
                SO-VID: 683c9b88-4da1-4f1c-ac1b-7922ec3aa238
                Copyright © © 2014
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