【文题(必填)】A Hedging strategy and option valuation model with transacton costs;
Option pricing with transaction costs(Working paper);
Hedge with an edge;
A comparison of hedging strategies
【年份(必填)】第一篇(1992)第二篇(1993),第三篇(1994),第四篇(1995)
另外还有一篇求助:Hodges, S.D. and Neuberger(1989)
Optimal replication of contingent claims under transaction costs
Rev. Futures Markets, 1989, 8, 222–239
写文章要用到,学校图书馆查不到,一些外文网站上要收费。所以坛子里求助,金币不多,只能给150个,还望各位大牛体谅一下小弟。。。。不胜感激!!!