@article{IIGUM_2020_31_a0,
     author = {M. M. Dyshaev and V. E. Fedorov},
     title = {The optimal rehedging interval for the options portfolio within the {RAMP,} taking into account transaction costs and liquidity costs},
     journal = {The Bulletin of Irkutsk State University. Series Mathematics},
     pages = {3--17},
     publisher = {mathdoc},
     volume = {31},
     year = {2020},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/IIGUM_2020_31_a0/}
}