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Revision as of 03:05, 15 February 2024

scientific article; zbMATH DE number 2110208
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English
VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS
scientific article; zbMATH DE number 2110208

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    VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS (English)
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    25 October 2004
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    gamma decomposition
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