A. A. Murzintseva, S. Pergamenchtchikov, E. A. Pchelintsev
{"title":"Hedging Problem for Asian Call Options with Transaction Costs","authors":"A. A. Murzintseva, S. Pergamenchtchikov, E. A. Pchelintsev","doi":"10.1137/s0040585x97t991374","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":141584,"journal":{"name":"Theory of Probability & Its Applications","volume":"20 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Probability & Its Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1137/s0040585x97t991374","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}