Option replication with transaction costs: general diffusion limits (Q1296601): Difference between revisions
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Latest revision as of 17:44, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option replication with transaction costs: general diffusion limits |
scientific article |
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Option replication with transaction costs: general diffusion limits (English)
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23 November 1999
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transaction costs
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hedging strategies
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diffusion limits
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replication errors
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stock price strategies
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