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    Statements

    author
    Moussa Gamys
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    Youri M.Kabanov
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    publication date
    13 January 2010
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    zbMATH Keywords
    Black-Scholes formula
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    European option
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    transaction costs
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    Leland-Lott strategy
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    approximate hedging
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    Identifiers

    zbMATH DE Number
    5657302
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