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scientific article; zbMATH DE number 1222795
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scientific article; zbMATH DE number 1222795

    Statements

    author
    Fabio Mercurio
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    Ton Vorst
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    publication date
    12 November 2000
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    zbMATH DE Number
    1222795
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    zbMATH Keywords
    transaction costs
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    risky hedging
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    super-replication
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    local risk minimization
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