ISSN:
1467-9965
Source:
Blackwell Publishing Journal Backfiles 1879-2005
Topics:
Mathematics
,
Economics
Notes:
We consider a discrete-time model of a currency market with transaction costs and give a description of initial endowments that allow the investor to hedge a contingent claim in various currencies by a self-financing portfolio.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1111/1467-9965.00003