%0 Journal Article
%A M. M. Dyshaev
%A V. E. Fedorov
%T The optimal rehedging interval for the options portfolio within the RAMP, taking into account transaction costs and liquidity costs
%J The Bulletin of Irkutsk State University. Series Mathematics
%D 2020
%P 3-17
%V 31
%I mathdoc
%U http://geodesic.mathdoc.fr/item/IIGUM_2020_31_a0/
%G en
%F IIGUM_2020_31_a0