On the hedging of American options in discrete time markets with proportional transaction costs.
Bouchard, Bruno ; Temam, Emmanuel
Electronic Communications in Probability [electronic only], Tome 10 (2005), p. 746-760 / Harvested from The Electronic Library of Mathematics
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Publié le : 2005-01-01
EUDML-ID : urn:eudml:doc:127887 
@article{05070595,
     title = {On the hedging of American options in discrete time markets with proportional transaction costs.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {10},
     year = {2005},
     pages = {746-760},
     zbl = {1119.91042},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05070595}
}

Bouchard, Bruno; Temam, Emmanuel. On the hedging of American options in discrete time markets with proportional transaction costs.. Electronic Communications in Probability [electronic only], Tome 10 (2005) pp. 746-760. http://gdmltest.u-ga.fr/item/05070595/