Optimal hedging of options with small but arbitrary transaction cost structure (Q4248038): Difference between revisions

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Latest revision as of 09:14, 30 July 2024

scientific article; zbMATH DE number 1295136
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English
Optimal hedging of options with small but arbitrary transaction cost structure
scientific article; zbMATH DE number 1295136

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    Optimal hedging of options with small but arbitrary transaction cost structure (English)
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    3 June 1999
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