1. Dynamic option hedging with transaction costs: A stochastic model predictive control approach. (6th September 2017) Authors: Graf Plessen, Mogens; Puglia, Laura; Gabbriellini, Tommaso; Bemporad, Alberto Other Names: Quevedo Daniel E. guestEditor.; Chatterjee Debasish guestEditor. Journal: International journal of robust and nonlinear control Issue: Volume 29:Number 15(2019) Page Start: 5058 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗