Limit theorem on option replication cost with transaction costs (Q1894626): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorem on option replication cost with transaction costs |
scientific article |
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Limit theorem on option replication cost with transaction costs (English)
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10 August 1995
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option replication
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discrete-time framework
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