Skip to main navigation
Skip to search
Skip to main content
Princeton University Home
Help & FAQ
Home
Profiles
Research units
Facilities
Projects
Research output
Press/Media
Search by expertise, name or affiliation
Option hedging for small investors under liquidity costs
Umut Çetin
,
H. Mete Soner
, Nizar Touzi
Research output
:
Contribution to journal
›
Article
›
peer-review
59
Scopus citations
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Option hedging for small investors under liquidity costs'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Smallholders
100%
Black-Scholes
100%
Super-replication
100%
Option Hedging
100%
Liquidity Cost
100%
Large Classes
50%
Hedging Strategy
50%
Black-Scholes Equation
50%
Contingent Claims
50%
Dynamic Programming Equation
50%
Viscosity Solutions
50%
Arbitrage-free Price
50%
Economics, Econometrics and Finance
Finance
100%
Investors
100%
Hedging
100%
Dynamic Programming
33%
Arbitrage
33%