TY  - JOUR
AU  - M. M. Dyshaev
AU  - V. E. Fedorov
TI  - The optimal rehedging interval for the options portfolio within the RAMP, taking into account transaction costs and liquidity costs
JO  - The Bulletin of Irkutsk State University. Series Mathematics
PY  - 2020
SP  - 3
EP  - 17
VL  - 31
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/IIGUM_2020_31_a0/
LA  - en
ID  - IIGUM_2020_31_a0
ER  -